Emmanuel Denis

From MaRDI portal
Person:650774

Available identifiers

zbMath Open denis.emmanuelMaRDI QIDQ650774

List of research outcomes





PublicationDate of PublicationType
Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs2012-11-15Paper
Mean square error for the Leland-Lott hedging strategy: convex pay-offs2011-11-27Paper
Approximate hedging of contingent claims under transaction costs for general pay-offs2010-12-15Paper
https://portal.mardi4nfdi.de/entity/Q36561262010-01-13Paper
https://portal.mardi4nfdi.de/entity/Q36561272010-01-13Paper

Research outcomes over time

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