Articles

Lépinette E., Vu D. (2023), Dynamic programming principle and computable prices in financial market models with transaction costs., Journal of Mathematical Analysis and Applications, vol. 54, n°2

Lépinette E., Vu D. (2021), Coherent Risk Measure on L 0 : NA Condition, Pricing and Dual Representation, International Journal of Theoretical and Applied Finance, vol. 24, n°6-7

Prépublications / Cahiers de recherche

Lépinette E., Vu D. (2022), Limit theorems for the super-hedging prices in general models with transaction costs, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 40 p.