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 1 2 91 1 5 14 114
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 0 4 23
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 0 5 31
Hedging of American options under transaction costs 0 0 0 0 1 1 2 8
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 0 0 0 1 8
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 0 0 1 34
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 0 2 6 14
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 15 0 0 3 78
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 0 2 10
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 1 1 1 18 1 1 10 27
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 0 0 0 3 1 2 8 35
Total Working Papers 1 2 3 136 4 11 56 382


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 2 5 49
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 0 0 89
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 0 0 3 19
Asymptotic arbitrage with small transaction costs 0 0 0 3 1 1 2 30
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 0 0 3 47
Consumption-investment problem with transaction costs for Lévy-driven price processes 0 0 1 4 0 2 6 38
Do banks satisfy the Modigliani-Miller theorem? 1 6 23 132 8 28 90 371
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 0 1 5 39
Essential supremum with respect to a random partial order 0 0 0 6 0 0 2 32
Hedging of American options under transaction costs 0 0 0 35 0 0 1 111
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 1 3 8 69
The fundamental theorem of asset pricing under transaction costs 1 1 1 6 1 2 7 38
Total Journal Articles 2 7 25 240 11 39 132 932


Statistics updated 2021-01-03