Access Statistics for Emmanuel Lépinette

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Alternative Model to Basel Regulation 0 0 0 92 0 1 10 160
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 1 4 29
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 1 1 4 44
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 1 1 12 46
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 0 0 18 102
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 0 5 22
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 1 1 9 45
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 1 5 1 1 16 64
Total Working Papers 0 0 1 143 4 6 78 512
2 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs 0 0 0 13 1 2 9 60
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 1 5 96
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 0 0 7 35
Asymptotic arbitrage with small transaction costs 0 0 0 4 1 2 10 48
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 0 7 61
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 1 6 0 0 7 53
Do banks satisfy the Modigliani-Miller theorem? 0 0 3 204 0 1 21 711
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 0 0 11 57
Essential supremum with respect to a random partial order 0 0 0 7 0 0 9 49
Hedging of American options under transaction costs 0 0 0 35 0 1 8 122
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 0 1 7 84
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 0 2 10 56
Total Journal Articles 0 0 4 317 2 10 111 1,432


Statistics updated 2026-09-10