R\'emi Peyre

Identifiers

• name variant R\'emi Peyre 0.60 · backfill

Papers (3)

1. Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs q-fin.MF · 2016 · author #2
2. No simple arbitrage for fractional Brownian motion math.PR · 2015 · author #1
3. Comparison between $W_2$ distance and $\dot{H}^{-1}$ norm, and localisation of Wasserstein distance math.FA · 2011 · author #1

Mentions

• 1104.4631 #1 · backfill · confidence 0.70 R\'emi Peyre

Frequent Coauthors

• Christoph Czichowsky 1 shared papers
• Junjian Yang 1 shared papers
• Walter Schachermayer 1 shared papers