Dimitri De Vallière

According to our database, Dimitri De Vallière authored at least 3 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2016

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

Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette

Finance Stochastics, 2016

2009

Hedging of American options under transaction costs.

Dimitri De Vallière, Emmanuel Denis, Yuri Kabanov

Finance Stochastics, 2009

2007

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

Dimitri De Vallière, Yuri Kabanov, Christophe Stricker

Finance Stochastics, 2007