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 |
|---|---|---|
| On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs Finance and Stochastics | 2021-04-29 | Paper |
| Approximation of non-Lipschitz SDEs by Picard iterations Applied Mathematical Finance | 2018-12-03 | Paper |
| On the limit behavior of option hedging sets under transaction costs Recent Advances in Financial Engineering 2012 | 2015-06-19 | Paper |
| Small transaction costs, absence of arbitrage and consistent price systems Finance and Stochastics | 2012-11-15 | Paper |
Research outcomes over time
This page was built for person: Julien Grépat
