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 5 9 157
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 0 0 1 3 28
Do banks satisfy the Modigliani-Miller theorem? 0 0 0 0 0 3 5 43
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs 0 0 0 9 0 4 7 41
Les effets controversés de la régulation des banques d'investissement et de marchés 0 0 0 0 0 5 6 24
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate 0 0 0 16 0 6 7 91
Mean square error for the Leland-Lott hedging strategy: convex pay-offs 0 0 0 0 0 1 1 18
Risk Arbitrage and Hedging to Acceptability under Transaction Costs 0 0 0 21 0 4 6 42
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs 1 1 1 5 1 7 9 57
Total Working Papers 1 1 1 143 1 36 53 501
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 7 8 58
Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs 0 0 0 19 0 2 3 93
Approximate hedging for nonlinear transaction costs on the volume of traded assets 0 0 0 1 0 3 5 32
Asymptotic arbitrage with small transaction costs 0 0 0 4 0 7 8 45
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs 0 0 0 6 1 2 3 57
Consumption-investment problem with transaction costs for Lévy-driven price processes 1 1 1 6 1 5 6 51
Do banks satisfy the Modigliani-Miller theorem? 0 0 5 202 2 12 23 705
Essential supremum and essential maximum with respect to random preference relations 0 0 0 8 1 3 6 51
Essential supremum with respect to a random partial order 0 0 0 7 0 4 5 44
Hedging of American options under transaction costs 0 0 0 35 1 6 7 120
Mean square error for the Leland–Lott hedging strategy: convex pay-offs 0 0 0 7 0 2 4 81
The fundamental theorem of asset pricing under transaction costs 0 0 0 7 0 5 6 51
Total Journal Articles 1 1 6 315 6 58 84 1,388


Statistics updated 2026-03-04