2 papers
astro-ph.IM2025
A transmission hologram for slitless spectrophotometry on a convergent telescope beam. Optimisation and characterization
Sylvie Dagoret-Campagne, Marc Moniez, Jeremy Neveu +9
This article details the optimization and the characterization of the hologram described in a companion paper published in 2021, which showed the superiority of a holographic optic…
q-fin.CP2015
Liquidity costs: a new numerical methodology and an empirical study
Christophe Michel, Victor Reutenauer, Denis Talay +1
We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit stra…