Details about Emmanuel Lépinette
Access statistics for papers by Emmanuel Lépinette.
Last updated 2016-10-14. Update your information in the RePEc Author Service.
Short-id: plp29
Jump to Journal Articles
Working Papers
2020
- Risk Arbitrage and Hedging to Acceptability under Transaction Costs
Papers, arXiv.org View citations (1)
2015
- Do banks satisfy the Modigliani-Miller theorem?
Post-Print, HAL View citations (1)
See also Journal Article in Economics Bulletin (2015)
- Les effets controversés de la régulation des banques d'investissement et de marchés
Post-Print, HAL
2013
- An Alternative Model to Basel Regulation
Working Papers, HAL
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
Papers, arXiv.org
2012
- Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs
Papers, arXiv.org 
Also in Working Papers, HAL (2012)
2011
- Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Post-Print, HAL View citations (4)
See also Journal Article in Finance and Stochastics (2012)
2010
- Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
Working Papers, HAL View citations (1)
- Mean square error for the Leland-Lott hedging strategy: convex pay-offs
Post-Print, HAL View citations (8)
See also Journal Article in Finance and Stochastics (2010)
Journal Articles
2016
- Consumption-investment problem with transaction costs for Lévy-driven price processes
Finance and Stochastics, 2016, 20, (3), 705-740
2015
- Approximate hedging for nonlinear transaction costs on the volume of traded assets
Finance and Stochastics, 2015, 19, (3), 541-581
- Do banks satisfy the Modigliani-Miller theorem?
Economics Bulletin, 2015, 35, (2), 924-935 View citations (1)
See also Working Paper (2015)
2014
- Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs
Applied Mathematical Finance, 2014, 21, (4), 313-341 View citations (2)
- Asymptotic arbitrage with small transaction costs
Finance and Stochastics, 2014, 18, (4), 917-939 View citations (2)
2013
- Essential supremum and essential maximum with respect to random preference relations
Journal of Mathematical Economics, 2013, 49, (6), 488-495 View citations (7)
- Essential supremum with respect to a random partial order
Journal of Mathematical Economics, 2013, 49, (6), 478-487 View citations (8)
2012
- Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Finance and Stochastics, 2012, 16, (1), 135-154 View citations (9)
See also Working Paper (2011)
- The fundamental theorem of asset pricing under transaction costs
Finance and Stochastics, 2012, 16, (4), 741-777 View citations (28)
2010
- Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs
Applied Mathematical Finance, 2010, 17, (6), 491-518
- Mean square error for the Leland–Lott hedging strategy: convex pay-offs
Finance and Stochastics, 2010, 14, (4), 625-667 View citations (16)
See also Working Paper (2010)
2009
- Hedging of American options under transaction costs
Finance and Stochastics, 2009, 13, (1), 105-119 View citations (8)
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