| Bond market structure in the presence of marked point processes T Björk, Y Kabanov, W Runggaldier Mathematical Finance 7 (2), 211-239, 1997 | 459 | 1997 |
| Markets with Transaction Costs Mathematical Theory Y Kabanov Springer, 2009 | 335 | 2009 |
| Hedging and liquidation under transaction costs in currency markets YM Kabanov Finance and Stochastics 3, 237-248, 1999 | 293 | 1999 |
| Towards a general theory of bond markets T Björk, G Di Masi, Y Kabanov, W Runggaldier Finance and Stochastics 1, 141-174, 1997 | 287 | 1997 |
| Mean-variance hedging of options on stocks with Markov volatilities GB Di Masi, YM Kabanov, WJ Runggaldier Theory of Probability & Its Applications 39 (1), 172-182, 1995 | 282 | 1995 |
| Louis Bachelier on the centenary of Théorie de la spéculation JM Courtault, Y Kabanov, B Bru, P Crépel, I Lebon, A Le Marchand Mathematical Finance 10 (3), 339-353, 2000 | 252 | 2000 |
| Optional decomposition and Lagrange multipliers H Föllmer, YM Kabanov Finance and Stochastics 2 (1), 69-81, 1997 | 251 | 1997 |
| Absolute continuity and singularity of locally absolutely continuous probability distributions. I JM Kabanov, RŠ Lipcer, AN Širjaev Mathematics of the USSR-Sbornik 35 (5), 631, 1979 | 230* | 1979 |
| A teacher's note on no-arbitrage criteria Y Kabanov, C Stricker Séminaire de probabilités de Strasbourg 35, 149-152, 2001 | 181 | 2001 |
| The capacity of a channel of the Poisson type YM Kabanov Theory of Probability & Its Applications 23 (1), 143-147, 1978 | 181 | 1978 |
| In the insurance business risky investments are dangerous A Frolova, Y Kabanov, S Pergamenshchikov Finance and stochastics 6 (2), 227-235, 2002 | 180 | 2002 |
| Toward the theory of pricing of options of both European and American types. I. Discrete time AN Shiryaev, YM Kabanov, OD Kramkov, AV Mel’nikov Theory of Probability & Its Applications 39 (1), 14-60, 1995 | 178* | 1995 |
| On the optimal portfolio for the exponential utility maximization: remarks to the six‐author paper YM Kabanov, C Stricker Mathematical Finance 12 (2), 125-134, 2002 | 175 | 2002 |
| Two-scale stochastic systems: asymptotic analysis and control Y Kabanov, S Pergamenshchikov Springer, 2003 | 169 | 2003 |
| The Harrison–Pliska arbitrage pricing theorem under transaction costs YM Kabanov, C Stricker Journal of Mathematical Economics 35 (2), 185-196, 2001 | 148 | 2001 |
| On the FTAP of Kreps-Delbaen-Schachermayer YM Kabanov Statistics and control of stochastic processes (Moscow, 1995/1996), 191-203, 1997 | 141 | 1997 |
| On Leland's strategy of option pricing with transactions costs YM Kabanov, MM Safarian Finance and Stochastics 1, 239-250, 1997 | 137 | 1997 |
| Large financial markets: asymptotic arbitrage and contiguity YM Kabanov, DO Kramkov Theory of Probability & Its Applications 39 (1), 182-187, 1995 | 136 | 1995 |
| No-arbitrage criteria for financial markets with efficient friction Y Kabanov, M Rásonyi, C Stricker Finance and Stochastics 6, 371-382, 2002 | 130 | 2002 |
| Asymptotic arbitrage in large financial markets YM Kabanov, DO Kramkov Finance and Stochastics 2, 143-172, 1998 | 121 | 1998 |
