2 papers
q-fin.MF2025
Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
Emmanuel Lepinette, Amal Omrani
We propose a constructive framework for the super-hedging problem of a European contingent claim under proportional transaction costs in discrete time. Our main contribution is an…
math.FA2020
Concentration Inequalities in Riesz Spaces
Mohamed Amine Ben Amor, Amal Omrani
In this work, we will generalize the moment generating function to Riesz spaces. We will derive some of its properties and use it to prove concentration inequalities on Riesz space…