4

MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

Emmanuel Lepinette
Journal:
Mathematical Finance
Year:
2012
Language:
english
File:
PDF, 511 KB
english, 2012
6

Asymptotic arbitrage with small transaction costs

Irene Klein,Emmanuel Lépinette,Lavinia Perez-Ostafe
Journal:
Finance and Stochastics
Year:
2014
Language:
english
File:
PDF, 792 KB
english, 2014
9

Arbitrage theory for non convex financial market models

Lepinette, Emmanuel, Tran, Tuan
Journal:
Stochastic Processes and their Applications
Year:
2017
Language:
english
File:
PDF, 503 KB
english, 2017
10

Approximation of Non-Lipschitz SDEs by Picard Iterations

Baptiste, Julien, Grepat, Julien, Lepinette, Emmanuel
Journal:
Applied Mathematical Finance
Year:
2018
Language:
english
File:
PDF, 2.30 MB
english, 2018
13

Risk Arbitrage and Hedging to Acceptability

Lepinette, Emmanuel, Molchanov, Ilya
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 505 KB
english, 2016
14

Asymptotic arbitrage in large financial markets with friction

Emmanuel Lepinette, Lavinia Ostafe
Journal:
Mathematics and Financial Economics
Year:
2012
Language:
english
File:
PDF, 283 KB
english, 2012
16

Essential supremum with respect to a random partial order

Kabanov, Yuri, Lépinette, Emmanuel
Journal:
Journal of Mathematical Economics
Year:
2013
Language:
english
File:
PDF, 443 KB
english, 2013
17

Editorial Board

Bouchard, Bruno, Lepinette, Emmanuel, Taflin, Erik
Journal:
Journal of Dairy Science
Year:
1923
File:
PDF, 43 KB
1923
22

A Fractional Version of the Heston Model with Hurst Parameter H (1/2, 1)

Lepinette, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 307 KB
english, 2016
23

Are Banks Firms? The Modigliani-Miller Theorem Revisited

Aboura, Sofiane, Lepinette, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 203 KB
english, 2013
24

Asymptotic Arbitrage in Large Financial Markets with Friction

Lepinette-Denis, Emmanuel, Ostafe, Lavinia
Journal:
SSRN Electronic Journal
Year:
2012
Language:
english
File:
PDF, 460 KB
english, 2012
26

An Alternative Model to Basel Regulation

Aboura, Sofiane, Lepinette-Denis, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 626 KB
english, 2013
28

Approximation of Non-Lipschitz SDEs by Picard Iterations

Baptiste, Julien, Grrpat, Julien, Lepinette, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2016
Language:
english
File:
PDF, 384 KB
english, 2016
29

Essential Supremum with Respect to a Random Partial Order

Kabanov, Youri, Lepinette-Denis, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 490 KB
english, 2013
32

On Supremal and Maximal Sets with Respect to Random Partial Orders

Kabanov, Youri, Lepinette, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 266 KB
english, 2013
33

Pricing Without Martingale Measure

Baptiste, Julien, Carassus, Laurence, Lepinette, Emmanuel
Journal:
SSRN Electronic Journal
Year:
2018
Language:
english
File:
PDF, 467 KB
english, 2018