Concepedia

Eric Grannan

EG

2

Publications

106

Citations

2

H-Index

1996

Active since

Affiliations

Lehman College(Current)

Eric Grannan is an author at Lehman College specializing in asset pricing, quantitative management, and option pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingPortfolio OptimizationQuantitative ManagementEconomicsAccountingEngineeringOperations Research

Publications per year

1996–1998

2

Publications

2

MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES

Eric Grannan, Glen Swindle · Mathematical Finance · 1996 · 69 citations

Mathematical Programming, Engineering, Portfolio Choice +19

Option replication with transaction costs: general diffusion limits

Hyungsok Ahn, Mohit Dayal, Eric Grannan et al. · The Annals of Applied Probability · 1998 · 37 citations · Full text

Economics, Portfolio Optimization, Option Pricing +13

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