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
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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 Do banks satisfy the Modigliani-Miller theorem?, Economics Bulletin, AccessEcon (2015) View citations (1) (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
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 Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs, Finance and Stochastics, Springer (2012) View citations (10) (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 Mean square error for the Leland–Lott hedging strategy: convex pay-offs, Finance and Stochastics, Springer (2010) View citations (18) (2010)
Journal Articles
2016
- Consumption-investment problem with transaction costs for Lévy-driven price processes
Finance and Stochastics, 2016, 20, (3), 705-740 View citations (2)
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 Do banks satisfy the Modigliani-Miller theorem?, Post-Print (2015) View citations (1) (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 (3)
2013
- Essential supremum and essential maximum with respect to random preference relations
Journal of Mathematical Economics, 2013, 49, (6), 488-495 View citations (8)
- Essential supremum with respect to a random partial order
Journal of Mathematical Economics, 2013, 49, (6), 478-487 View citations (11)
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 (10)
See also Working Paper Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs, Post-Print (2011) View citations (4) (2011)
- The fundamental theorem of asset pricing under transaction costs
Finance and Stochastics, 2012, 16, (4), 741-777 View citations (38)
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 (18)
See also Working Paper Mean square error for the Leland-Lott hedging strategy: convex pay-offs, Post-Print (2010) View citations (8) (2010)
2009
- Hedging of American options under transaction costs
Finance and Stochastics, 2009, 13, (1), 105-119 View citations (9)
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