Rémi Peyre

1. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
   2016/08/03 by Christoph Czichowsky, Rémi Peyre, Czichowsky, Christoph +5 · 2 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling