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 5 5 10 157
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 1 3 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 3 3 5 43
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 3 4 7 41
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 4 6 6 24
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 3 6 7 91
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 1 1 1 18
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 2 4 7 42
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 4 5 6 9 56
Total Working Papers 0 0 0 142 26 36 55 500
1 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 6 7 8 58
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 2 2 3 93
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 2 3 5 32
Asymptotic arbitrage with small transaction costs 0 0 0 4 5 7 8 45
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 1 1 2 56
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 0 5 2 4 6 50
Do banks satisfy the Modigliani-Miller theorem? 0 0 5 202 5 12 23 703
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 1 2 5 50
Essential supremum with respect to a random partial order 0 0 0 7 4 4 5 44
Hedging of American options under transaction costs 0 0 0 35 4 5 6 119
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 2 3 4 81
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 4 5 6 51
Total Journal Articles 0 0 5 314 38 55 81 1,382


Statistics updated 2026-02-12