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 91 0 0 6 126
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 0 0 24
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 1 1 2 35
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 0 0 0 34
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 0 0 0 1 11
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 0 0 2 18
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 15 0 0 1 81
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 1 1 3 14
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 1 1 21 0 1 2 35
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 4 0 0 4 45
Total Working Papers 0 1 1 140 2 3 21 423


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 0 0 0 49
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 0 0 90
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 0 1 2 25
Asymptotic arbitrage with small transaction costs 0 0 0 3 0 0 2 35
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 2 2 53
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 0 4 1 1 2 42
Do banks satisfy the Modigliani-Miller theorem? 0 4 24 177 4 19 105 576
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 0 0 0 40
Essential supremum with respect to a random partial order 0 0 0 6 0 0 0 34
Hedging of American options under transaction costs 0 0 0 35 0 0 0 113
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 0 0 2 73
The fundamental theorem of asset pricing under transaction costs 0 0 1 7 0 0 3 44
Total Journal Articles 0 4 25 286 5 23 118 1,174


Statistics updated 2022-11-05