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 2 6 152
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 1 3 3 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 2 40
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 1 3 4 38
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 1 2 2 20
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 3 4 4 88
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 2 3 5 40
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 4 1 3 4 51
Total Working Papers 0 0 0 142 9 20 31 474
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 1 1 2 52
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 2 4 30
Asymptotic arbitrage with small transaction costs 0 0 0 4 2 2 3 40
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 1 1 55
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 0 5 2 2 5 48
Do banks satisfy the Modigliani-Miller theorem? 0 0 5 202 5 7 18 698
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 1 3 4 49
Essential supremum with respect to a random partial order 0 0 0 7 0 0 1 40
Hedging of American options under transaction costs 0 0 0 35 1 1 2 115
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 0 2 2 79
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 1 1 2 47
Total Journal Articles 0 0 5 314 14 22 45 1,344


Statistics updated 2026-01-09