Browsing Groupe de Recherche en Economie Théorique et Appliquée (GREThA) - UMR 5113 by Author "TANRÉ, Etienne"
Now showing items 1-3 of 3
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Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
BLANCHET-SCALLIET, Christophette; GIBSON BRANDON, Rajna; DE SAPORTA, Benoîte ...(Walter de Gruyter, 2009)Chapitre d'ouvrage -
Technical analysis compared to mathematical models under misspecification
DE SAPORTA, Benoîte; BLANCHET-SCALLIET, Christophette; TANRÉ, Etienne ...(AMAMEF conference Numerical Methods in Finance, FR, rocquencourt)Communication dans un congrès avec actes -
Optimal portfolio allocation under transaction costs
DE SAPORTA, Benoîte; BLANCHET-SCALLIET, Christophette; TANRÉ, Etienne ...(31st conference on Stochastic Processes and Their Applications, FR, Paris)Communication dans un congrès avec actes