Recherche
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Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
(Walter de Gruyter, 2009)Chapitre d'ouvrage -
Technical analysis compared to mathematical models under misspecification
(AMAMEF conference Numerical Methods in Finance, FR, rocquencourt)Communication dans un congrès avec actes -
Optimal portfolio allocation under transaction costs
(31st conference on Stochastic Processes and Their Applications, FR, Paris)Communication dans un congrès avec actes