Julien Grépat

Publication Activity (10 Years)

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

Top Topics

Transaction Costs

Multi Objective

Top Venues

Finance Stochastics

Publications

Julien Grépat, Yuri Kabanov
Small transaction costs, absence of arbitrage and consistent price systems. Finance Stochastics 16 (3) (2012)