E. R. Grannan

From MaRDI portal
(Redirected from E. R. Grannan)



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
Option replication with transaction costs: general diffusion limits
The Annals of Applied Probability
1999-11-23Paper
MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES
Mathematical Finance
1999-02-23Paper
scientific article; zbMATH DE number 759414 (Why is no real title available?)1995-08-30Paper
Singular diffusion limits of a class of reversible self-organizing particle systems
The Annals of Probability
1994-04-17Paper
A limit theorem for tagged particles in a class of self-organizing particle systems
Stochastic Processes and their Applications
1994-04-06Paper
Rigorous results on mathematical models of catalytic surfaces
Journal of Statistical Physics
1992-06-28Paper
Phase transitions in Mandelbrot's percolation process in three dimensions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1991-01-01Paper
A particle system with massive destruction
Journal of Physics A: Mathematical and General
1990-01-01Paper


Research outcomes over time


This page was built for person: E. R. Grannan