Tuan Tran

McMaster University

McMaster University

1280 Main St W

Hamilton, Ontario L8S 4L8

Canada

http://https://sites.google.com/site/tuantranmath/home

Université Paris Dauphine

Paris

France

SCHOLARLY PAPERS

4

DOWNLOADS

157

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

General Financial Market Model Defined by a Liquidation Value Process

Number of pages: 32 Posted: 31 May 2014 Last Revised: 24 Feb 2015
Emmanuel Lepinette, Tuan Tran and Tuan Tran
Université Paris-Dauphine - CEREMADE, CNRS and Université Paris DauphineMcMaster University
Downloads 66 (451,035)

Abstract:

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2.

Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs

Number of pages: 23 Posted: 30 Mar 2013
Emmanuel Lepinette, Tuan Tran and Tuan Tran
Université Paris-Dauphine - CEREMADE, CNRS and Université Paris DauphineMcMaster University
Downloads 50 (513,151)

Abstract:

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3.

Arbitrage Theory for Non Convex Financial Market Models

Number of pages: 36 Posted: 29 Sep 2015 Last Revised: 17 Oct 2015
Emmanuel Lepinette, Tuan Tran and Tuan Tran
Université Paris-Dauphine - CEREMADE, CNRS and Université Paris DauphineMcMaster University
Downloads 41 (555,157)

Abstract:

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4.

Consumption-Investment Optimization Problem in a Lévy Financial Model with Transaction Costs

Posted: 03 Oct 2013
Youri Kabanov, Emmanuel Lepinette, Tuan Tran and Tuan Tran
Universite de Franche-Comte, Université Paris-Dauphine - CEREMADE, CNRS and Université Paris DauphineMcMaster University

Abstract:

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Consumption-investment Problem, Transaction costs, Consistent price systems, Dynamic equation, HJB equation