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Changements institutionnels et efficience de l'affrètement au voyage dans le ...
International audience -
Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity...
International audience -
Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity...
International audience -
Corporate drivers of market liquidity on the Warsaw Stock Exchange.
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Family agriculture development: an interaction process between technical and ...
Since the beginning of the 90s, institutional changes are a key question for family agriculture development researches. The point is not only to know if smallholders... -
APPROXIMATE HEDGING IN A LOCAL VOLATILITY MODEL WITH PROPORTIONAL TRANSACTION...
Local volatility models are popular because they can be simply calibrated to the market of European options. We extend the results of [4], [3] for such models, i.e. we... -
Hedging of American Options under Transaction Costs
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Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy...
International audience -
The Fundamental Theorem of Asset Pricing Under Transaction Costs
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Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs
International audience -
Leland's Approximations for Concave Pay-Off Functions
International audience -
Merton Problem with Taxes: Characterization, computation and Approximation
International audience -
The Dynamic Programming Equation for the Problem of Optimal Investment Under ...
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Robust no-free lunch with vanishing risk, a continuum of assets and proportio...
We propose a continuous time model for financial markets with proportional transactions costs and a continuum of risky assets. This is motivated by bond markets in... -
Almost sure optimal stopping times : theory and applications.
Abstract: This thesis has 8 chapters. The chapter 1 is an introduction to the issues encountered in the energy market : low frequency trading, high transaction costs,... -
The role of wholesale brands for buyer loyalty: a transaction cost perspective
International audience -
Do Institutional Investors Improve Stock Liquidity? Evidence from the NYSE Eu...
Available online on the publisher's website: http://www.revue-banque.fr/article/do-institutional-investors-improve-stock-liquidity -
The Impact of Ownership Structure and Control Mechanisms on Transaction Costs...
Available online on the publisher's website: http://www.revue-banque.fr/article/impact-ownership-structure-and-control-mechanisms
