Browsing CEREMADE : Publications by Author "Quoc, Tuan Tran"

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Approximate hedging in a local volatility model with proportional transaction costs

Quoc, Tuan Tran; Lépinette, Emmanuel (2014) Article accepté pour publication ou publié
Consumption-Investment Optimization Problem in a Lévy Financial Model with Transaction Costs

Quoc, Tuan Tran; Lépinette, Emmanuel; Kabanov, Youri (2013) Document de travail / Working paper