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Laurence Carassus

Orcid: 0000-0002-4428-1735

According to our database1, Laurence Carassus authored at least 8 papers between 2006 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Links

On csauthors.net:

Bibliography

2022
Erratum: The Robust Superreplication Problem: A Dynamic Approach.
[BibTeX]
[DOI]
Laurence Carassus
,
Jan Oblój
,
Johannes Wiesel
SIAM J. Financial Math., June, 2022

Short Communication: Super-Replication Prices with Multiple Priors in Discrete Time.
[BibTeX]
[DOI]
Romain Blanchard
,
Laurence Carassus
SIAM J. Financial Math., 2022

2020
Risk-Neutral Pricing for Arbitrage Pricing Theory.
[BibTeX]
[DOI]
Laurence Carassus
,
Miklós Rásonyi
J. Optim. Theory Appl., 2020

2019
The Robust Superreplication Problem: A Dynamic Approach.
[BibTeX]
[DOI]
Laurence Carassus
,
Jan Oblój
,
Johannes Wiesel
SIAM J. Financial Math., 2019

2018
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach.
[BibTeX]
[DOI]
Romain Blanchard
,
Laurence Carassus
,
Miklós Rásonyi
Math. Methods Oper. Res., 2018

2016
Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models.
[BibTeX]
[DOI]
Laurence Carassus
,
Miklós Rásonyi
Math. Oper. Res., 2016

2007
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do.
[BibTeX]
[DOI]
Laurence Carassus
,
Miklós Rásonyi
Math. Oper. Res., 2007

2006
Convergence of Utility Indifference Prices to the Superreplication Price.
[BibTeX]
[DOI]
Laurence Carassus
,
Miklós Rásonyi
Math. Methods Oper. Res., 2006


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