The following pages link to Julien Grépat (Q1761448):
Displaying 4 items.
- Small transaction costs, absence of arbitrage and consistent price systems (Q1761449) (← links)
- On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs (Q2022760) (← links)
- Approximation of Non-Lipschitz SDEs by Picard Iterations (Q4559473) (← links)
- On the Limit Behavior of Option Hedging Sets under Transaction Costs (Q5256600) (← links)
