|
..................................Publications
|
Markets
with Transaction Costs.
Mathematical Theory.
Springer-Verlag, 2009.
Avec M. Safarian.
|
 |
Two-Scale Stochastic Systems.
Asymptotic Analysis and Control.
Springer-Verlag,
2003.
Avec Serguei Pergamenshchikov.
|
 |
| Livres
edités |
|
Statistics
and Control of Stochastic Processes. V. 2. Steklov Seminar,
1985-1986.
Optimization Software, Inc., Publications Div., New York,
1989. Editors: Shiryaev A.N., Krylov N.V., Novikov A.A.,
Kabanov Yu.M. |
|
Statistics and Control of Stochastic Processes.
The Liptser Festschrift.
World Scientific, Singapore, 1997.
Editors : Kabanov Yu.M., Rozovskii B.L., Shiryaev A.N. |
|
Louis Bachelier.
Aux origines de la finance mathématique.
Presses Universitaires Franc-Comtoises,
2002, Besançon.
Editors : Courtault J.-M., Kabanov Yu.M. |
|
From
Stochastic Calculus to Mathematical Finance.
The Shiryaev Festschrift.
Springer-Verlag, 2006.
Editors: Kabanov Yu.M., Liptser R., Stoyanov J. |
|
Inspired by Finanace.
The Musiela Festschrift.
Springer-Verlag,
2014.
Editors: Kabanov Yu., Rutkowski M., Zariphopoulou Th.
|
|
|
