Browsing CEREMADE : Publications by Author "Zou, Yiyi"

Now showing items 1-3 of 3

Almost-sure hedging with permanent price impact

Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi (2016) Article accepté pour publication ou publié
Hedging of covered options with linear market impact and gamma constraint

Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi (2017) Article accepté pour publication ou publié
Numerical approximation of BSDEs using local polynomial drivers and branching processes

Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi (2017) Article accepté pour publication ou publié