690 articles – 286 Notices  [english version]
.:. Consultation > Liste par auteurs > Talay .:.
4 documents classés par :
Viscosity solutions to optimal portfolio allocation problems in models with random time changes and transaction costs.
Blanchet-Scalliet C., Gibson Brandon R., de Saporta B., Talay D., Tanré E.
Dans Advanced Financial Modelling (2009) 53-90 [hal-00594200 - version 1]
Technical Analysis Compared to Mathematical Models Based Methods Under Parameters Mis-specification
Blanchet-Scalliet C., Diop A., Gibson Brandon R., Talay D., Tanré E.
Journal of Banking and Finance 31, 5 (2007) 1351-1373 [hal-00594295 - version 1]
Optimal portfolio allocation under transaction costs
de Saporta B., Blanchet-Scalliet C., Tanré E., Talay D.
31st conference on Stochastic Processes and Their Applications, France (2006) [hal-00274882 - version 1]
Technical analysis compared to mathematical models under misspecification
de Saporta B., Blanchet-Scalliet C., Tanré E., Talay D.
AMAMEF conference Numerical Methods in Finance, France (2006) [hal-00274883 - version 1]