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Christophe Stricker

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Journal Articles

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2007
[j7]
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  - journals/fs/ValliereKS07
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  - https://dblp.org/rec/journals/fs/ValliereKS07
Dimitri De Vallière, Yuri Kabanov, Christophe Stricker:
No-arbitrage criteria for financial markets with transaction costs and incomplete information. Finance Stochastics 11(2): 237-251 (2007)
[j6]
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  - journals/fs/ChoulliSL07
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Tahir Choulli, Christophe Stricker, Jia Li:
Minimal Hellinger martingale measures of order q. Finance Stochastics 11(3): 399-427 (2007)
2004
[j5]
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  - journals/fs/CourtaultDKS04
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Jean-Michel Courtault, Freddy Delbaen, Yuri Kabanov, Christophe Stricker:
On the law of one price. Finance Stochastics 8(4): 525-530 (2004)
2003
[j4]
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  - journals/fs/KabanovRS03
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Yuri Kabanov, Miklós Rásonyi, Christophe Stricker:
On the closedness of sums of convex cones in L⁰ and the robust no-arbitrage property. Finance Stochastics 7(3): 403-411 (2003)
2002
[j3]
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Yuri Kabanov, Miklós Rásonyi, Christophe Stricker:
No-arbitrage criteria for financial markets with efficient friction. Finance Stochastics 6(3): 371-382 (2002)
2000
[j2]
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  - journals/fs/DoberleinSS00
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Frank Döberlein, Martin Schweizer, Christophe Stricker:
Implied savings accounts are unique. Finance Stochastics 4(4): 431-442 (2000)
1997
[j1]
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  - journals/fs/DelbaenMSSS97
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Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker:
Weighted norm inequalities and hedging in incomplete markets. Finance Stochastics 1(3): 181-227 (1997)

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