Search Results - de Vallière, Dimitri

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  1. 1
    Consumption-investment problem with transaction costs for Lévy-driven price processes

    Consumption-investment problem with transaction costs for Lévy-driven price processes by De Vallière, Dimitri, Kabanov, Yuri, Lépinette, Emmanuel

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  2. 2
    No-arbitrage criteria for financial markets with transaction costs and incomplete information

    No-arbitrage criteria for financial markets with transaction costs and incomplete information by De Vallière, Dimitri, Kabanov, Yuri, Stricker, Christophe

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  3. 3
    Hedging of American options under transaction costs

    Hedging of American options under transaction costs by De Vallière, D., Denis, E., Kabanov, Y.

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  4. 4
    No-arbitrage properties for financial markets with transaction costs and incomplete information

    No-arbitrage properties for financial markets with transaction costs and incomplete information by de Vallière, Dimitri, Kabanov, Yuri, Stricker, Christophe

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  5. 5
    Consumption-Investment Problem with Transaction Costs for Lévy-Driven Price Processes

    Consumption-Investment Problem with Transaction Costs for Lévy-Driven Price Processes by De Vallière, Dimitri, Kabanov, Yuri, Lépinette, Emmanuel

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