Emmanuel Temam

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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
Pricing and hedging basis risk under no good deal assumption
Annals of Finance
2014-11-13Paper
On the hedging of American options in discrete time markets with proportional transaction costs
Electronic Journal of Probability
2006-11-03Paper
On the hedging of American options in discrete time markets with proportional transaction costs
Electronic Journal of Probability
2006-11-03Paper
Analysis of Error with Malliavin Calculus: Application to Hedging
Mathematical Finance
2003-01-01Paper


Research outcomes over time


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