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 2 3 12 152
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 2 2 2 27
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 3 40
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 2 3 3 37
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 0 0 0 18
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 1 1 1 85
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 0 1 17
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 1 2 3 38
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 4 2 2 4 50
Total Working Papers 0 0 0 142 10 13 29 464
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 0 0 1 51
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 0 1 91
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 1 1 3 29
Asymptotic arbitrage with small transaction costs 0 0 0 4 0 1 2 38
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 1 1 1 55
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 0 5 0 0 3 46
Do banks satisfy the Modigliani-Miller theorem? 0 1 5 202 0 3 15 691
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 2 2 3 48
Essential supremum with respect to a random partial order 0 0 0 7 0 0 2 40
Hedging of American options under transaction costs 0 0 0 35 0 1 1 114
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 1 1 1 78
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 0 0 1 46
Total Journal Articles 0 1 5 314 5 10 34 1,327


Statistics updated 2025-11-08