| Approximate hedging in a local volatility model with proportional transaction costs E Lépinette, T Tran Applied Mathematical Finance 21 (4), 313-341, 2014 | 17 | 2014 |
| General financial market model defined by a liquidation value process E Lepinette, T Tran Stochastics 88 (3), 437-459, 2016 | 16 | 2016 |
| Arbitrage theory for non convex financial market models E Lepinette, T Tran Stochastic Processes and their Applications 127 (10), 3331-3353, 2017 | 13 | 2017 |
| Point cloud denoising based on tensor tucker decomposition J Li, XP Zhang, T Tran 2019 IEEE International Conference on Image Processing (ICIP), 4375-4379, 2019 | 6 | 2019 |
| Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies E Lépinette, TQ Tran Mathematics and Financial Economics 14 (3), 399-431, 2020 | 3 | 2020 |
| Optimal Portfolios of Illiquid Assets TR Hurd, QH Shao, T Tran arXiv preprint arXiv:1610.00395, 2016 | | 2016 |
| Some contributions to financial market modelling with transaction costs QT Tran Université Paris Dauphine-Paris IX, 2014 | | 2014 |
| Semaine d'Etude Mathématiques et Entreprises 4: Planification optimale de production d'énergie sous contraintes technologiques P Bochard, S Carré, R Catellier, F Gabriel, V Letizia, T Tran | | 2012 |
Emmanuel LépinetteCeremade, CNRS, PSL National Research, Paris-dauphine UniversityПотвърден имейл адрес: ceremade.dauphine.fr
