Dimitri De Vallière

Publication Activity (10 Years)

Years Active: 2007-2016
Publications (10 Years): 1

Top Topics

Portfolio Selection

Transaction Costs

Top Venues

Finance Stochastics

Publications

Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette
Consumption-investment problem with transaction costs for Lévy-driven price processes. Finance Stochastics 20 (3) (2016)
Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov
Hedging of American options under transaction costs. Finance Stochastics 13 (1) (2009)
Dimitri De Vallière, Yuri Kabanov, Christophe Stricker
No-arbitrage criteria for financial markets with transaction costs and incomplete information. Finance Stochastics 11 (2) (2007)