Julien Grépat

Available identifiers

zbMath Open grepat.julienMaRDI QIDQ1761448

List of research outcomes

Publication	Date of Publication	Type
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs	2021-04-29	Paper
Approximation of non-Lipschitz SDEs by Picard iterations	2018-12-03	Paper
On the limit behavior of option hedging sets under transaction costs	2015-06-19	Paper
Small transaction costs, absence of arbitrage and consistent price systems	2012-11-15	Paper

Research outcomes over time

This page was built for person: Julien Grépat