Browsing CEREMADE (UMR CNRS 7534) by Author "Carassus, Laurence"

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A discrete stochastic model for investment with an application to the transaction costs case

Carassus, Laurence; Jouini, Elyès (2000-02) Article accepté pour publication ou publié
Investment and arbitrage opportunities with short sales constraints

Jouini, Elyès; Carassus, Laurence (1998-07) Article accepté pour publication ou publié
Pricing without martingale measure

Baptiste, Julien; Carassus, Laurence; Lépinette, Emmanuel (2018) Document de travail / Working paper
Pricing without no-arbitrage condition in discrete time

Carassus, Laurence; Lépinette, Emmanuel (2021) Article accepté pour publication ou publié