E. R. Grannan

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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
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


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