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 1 1 10 158
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 0 3 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 4 43
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 3 4 11 45
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 8 11 18 102
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 3 4 5 22
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 0 2 8 44
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 1 1 5 3 6 14 62
Total Working Papers 0 1 1 143 18 28 73 504
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 0 0 8 58
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 1 4 94
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 2 2 6 34
Asymptotic arbitrage with small transaction costs 0 0 0 4 1 1 9 46
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 1 3 5 59
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 1 1 6 2 3 7 53
Do banks satisfy the Modigliani-Miller theorem? 1 2 6 204 2 6 26 709
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 3 6 11 56
Essential supremum with respect to a random partial order 0 0 0 7 4 5 10 49
Hedging of American options under transaction costs 0 0 0 35 0 2 8 121
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 2 2 6 83
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 3 3 8 54
Total Journal Articles 1 3 7 317 20 34 108 1,416

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Statistics updated 2026-05-06