Browsing CEREMADE (UMR CNRS 7534) by Author "Darses, Sébastien"
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Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
Lépinette, Emmanuel; Darses, Sébastien (2011) Chapitre d'ouvrage -
Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a Constant Transaction Costs Coefficient
Lépinette, Emmanuel; Darses, Sébastien (2014) Chapitre d'ouvrage -
Parabolic schemes for quasi-linear parabolic and hyperbolic PDEs via stochastic calculus
Lépinette, Emmanuel; Darses, Sébastien (2012) Article accepté pour publication ou publié