Emmanuel Denis

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs
Finance and Stochastics
2012-11-15Paper
Mean square error for the Leland-Lott hedging strategy: convex pay-offs
Finance and Stochastics
2011-11-27Paper
Approximate hedging of contingent claims under transaction costs for general pay-offs
Applied Mathematical Finance
2010-12-15Paper
scientific article; zbMATH DE number 5657306 (Why is no real title available?)2010-01-13Paper
scientific article; zbMATH DE number 5657307 (Why is no real title available?)2010-01-13Paper


Research outcomes over time


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