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 7 14 148
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 0 1 25
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 1 38
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 0 0 0 34
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 1 16 0 0 3 84
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 1 3 17
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 1 1 1 36
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 4 1 1 2 48
Total Working Papers 0 0 1 142 3 10 25 448
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 50
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 27
Asymptotic arbitrage with small transaction costs 0 0 0 4 0 1 1 37
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 0 1 54
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 1 5 1 2 3 45
Do banks satisfy the Modigliani-Miller theorem? 0 0 3 197 2 3 15 682
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 0 0 1 45
Essential supremum with respect to a random partial order 0 0 1 7 0 0 2 39
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 3 77
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 0 0 1 45
Total Journal Articles 0 0 5 309 3 7 30 1,304


Statistics updated 2025-03-03