Emmanuel Temam
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Pricing and hedging basis risk under no good deal assumption Annals of Finance | 2014-11-13 | Paper |
| On the hedging of American options in discrete time markets with proportional transaction costs Electronic Journal of Probability | 2006-11-03 | Paper |
| On the hedging of American options in discrete time markets with proportional transaction costs Electronic Journal of Probability | 2006-11-03 | Paper |
| Analysis of Error with Malliavin Calculus: Application to Hedging Mathematical Finance | 2003-01-01 | Paper |
Research outcomes over time
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