Browsing CEREMADE (UMR CNRS 7534) 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