J.-P. Lesne

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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
Convergence of discrete time option pricing models under stochastic interest rates
Finance and Stochastics
2000-05-24Paper
DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
Mathematical Finance
1997-08-31Paper


Research outcomes over time


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