E. R. Grannan

Available identifiers

zbMath Open grannan.eric-rMaRDI QIDQ688047

List of research outcomes

Publication	Date of Publication	Type
Option replication with transaction costs: general diffusion limits	1999-11-23	Paper
MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES	1999-02-23	Paper
https://portal.mardi4nfdi.de/entity/Q4834465	1995-08-30	Paper
Singular diffusion limits of a class of reversible self-organizing particle systems	1994-04-17	Paper
A limit theorem for tagged particles in a class of self-organizing particle systems	1994-04-06	Paper
Rigorous results on mathematical models of catalytic surfaces	1992-06-28	Paper
Phase transitions in Mandelbrot's percolation process in three dimensions	1991-01-01	Paper
A particle system with massive destruction	1990-01-01	Paper

Research outcomes over time

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