The following pages link to Emmanuel Denis (Q650774):
Displayed 5 items.
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs (Q650775) (← links)
- Consistent price systems and arbitrage opportunities of~the~second kind in models with transaction costs (Q1761435) (← links)
- Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs (Q3063878) (← links)
- (Q3656126) (← links)
- (Q3656127) (← links)