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Grèpat, J
Statistics Math-Net.Ru
Total publications:
1
Scientific articles:
1
Presentations:
1
Number of views:
This page:
75
Abstract pages:
36
https://www.mathnet.ru/eng/person59280
List of publications on Google Scholar
List of publications on ZentralBlatt
Publications in
Math-Net.Ru
Citations
2021
1.
J. Grépat, Yuri Kabanov, “On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs”,
Finance Stoch.
,
25
:1 (2021),
167–187
1
Presentations in
Math-Net.Ru
1.
Arbitrage theory under small transaction costs
J. Grèpat
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 2, 2010
16:40
Organisations
University of Franche-Comté
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