Emmanuel Denis

According to our database¹, Emmanuel Denis authored at least 3 papers between 2009 and 2012.

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2012

Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs.

[BibT_eX]

[DOI]

Finance Stochastics, 2012

2010

Mean square error for the Leland-Lott hedging strategy: convex pay-offs.

[BibT_eX]

[DOI]

Finance Stochastics, 2010

2009

Hedging of American options under transaction costs.

[BibT_eX]

[DOI]

Finance Stochastics, 2009