Liste de Publications

Author(s): L. Carassus , E. Gobet, E. Temam
Title: Closed Formulae for Super-Replication Prices withDiscrete Time Strategies;
Proceedings of the "International Symposium on Stochastic Processes and Mathematical Finance" at Ritsumeikan University, Kusatsu, Japan, March 2006;   Download

Author(s): B. Bouchard, E. Temam
Title: On the Hedging of American Options in Discrete Time Markets with Proportional Transaction Costs;
Electronic Journal of Probability , 2005, 10, 746-760

Author(s): V. Bally, E. Temam
Title: Empirical semi-groups and calibration ;
 April 2003;   42 Pages;   Download

Author(s): E. Temam
Title:Analysis of error with Malliavin Calculus: application to hedging;
Mathematical Finance, Vol.13(1), pp. 201-214 , January 2003

Author(s): E. Gobet, E. Temam
Title: Discrete time hedging errors for options with irregular payoffs;
 Finance and Stochastics , Vol.5(3), pp. 357-367, July 2001.

Author(s): B. Lapeyre, E. Temam
Title: Competitive Monte Carlo methods for the pricing of Asian Options;
 Journal of Computational Finance, Vol.5(1), pp. 39-59, Fall 2001

Author(s): E. Temam
Title: Pricing des options asitiques
Article dans l'école CEA-EDF-INRIA; Mathématiques Financières: Modèles économiques et mathématique des produits dérivés.

PHD Thesis

Author(s): E. Temam
Title: Couverture approchée d'options exotiques - Pricing des options asiatiques;
Décembre 2001;   146 Pages;  Download