!!Yuri Kabanov - Selected Publications
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__Books:__ \\
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#Yu. Kabanov, S.  Pergamenshchikov. Two-Scale Stochastic Systems. Asymptotic Analysis and Control. Springer-Verlag, 2003.\\
#Yu. Kabanov. M. Safarian. Markets with Transaction Costs. Mathematical Theory. Springer-Verlag, 2009. \\
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__Most cited papers (according to Google Scholar):__\\
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#T. Björk, Yu. Kabanov, W. Runggaldier.  Bond market structure in the presence of marked point processes. Mathematical Finance, 7, 2, 1997,  211-239. With . Citations: 278.\\
#T. Björk, G. Di Masi, Yu. Kabanov, W. Runggaldier. Towards a general theory of bond markets. Finance and Stochastics, 1 (1997),  141-174.  Citations: 195.\\
#Yu. Kabanov. Hedging and liquidation under transaction costs in currency markets. Finance and Stochastics, 3 (1999), 2, 237-248. Citations: 161.\\
#G. Di Masi, Yu. Kabanov, W. Runggaldier. Hedging of options on stocks with Markov volatilities. Probab. Theory and Its Appl., 1, 1994.  Citations: 147.\\
#H. Föllmer, Yu. Kabanov. Optional decomposition and Lagrange multipliers. Finance and Stochastics, 2, 1, 1998, 69-81. Citations: 129.\\
#Yu. Kabanov. Ch. Stricker.  On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper. Mathematical Finance, 12 (2002), 2, 125-134.  Citations: 117.\\
#A.N. Shiryaev, Yu. Kabanov, D.O. Kramkov, A.V. Melnikov.  On the pricing of options of European and American type. Continuous time. Probability Theory and Its Applications, 1, 1994. Citations: 99.\\
#Yu. Kabanov. Ch. Stricker.The Harrison-Pliska arbitrage pricing theorem under transaction costs. Journal of Mathematical Economics, 35 (2001), 2, 185-196.  Citations: 89.\\
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The bibliometric indices:  Hirsh index h=30 , Egghe index g=52 , hI=12,33, hc=17.