Emmanuel Denis

Publication Activity (10 Years)

Years Active: 2009-2012
Publications (10 Years): 0

Top Topics

Computational Models

Transaction Costs

Top Venues

Finance Stochastics

Publications

Emmanuel Denis, Yuri Kabanov
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. Finance Stochastics 16 (1) (2012)
Emmanuel Denis, Yuri Kabanov
Mean square error for the Leland-Lott hedging strategy: convex pay-offs. Finance Stochastics 14 (4) (2010)
Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov
Hedging of American options under transaction costs. Finance Stochastics 13 (1) (2009)