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~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Lépinette, Emmanuel"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Lépinette, Emmanuel
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Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
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Approximate hedging in a local volatility model with proportional transaction costs
Lépinette, Emmanuel
;
Tran, Tuan
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 313-341
Persistent link: https://www.econbiz.de/10010499677
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