Emmanuel Lépinette

Available identifiers

zbMath Open lepinette.emmanuelMaRDI QIDQ309168

List of research outcomes

Publication	Date of Publication	Type
No-arbitrage conditions and pricing from discrete-time to continuous-time strategies	2023-07-06	Paper
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	2023-06-26	Paper
Dynamic programming principle and computable prices in financial market models with transaction costs	2023-04-14	Paper
Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty	2022-11-08	Paper
https://portal.mardi4nfdi.de/entity/Q5044308	2022-10-25	Paper
COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION	2022-03-11	Paper
Pricing without no-arbitrage condition in discrete time	2021-10-22	Paper
Conditional interior and conditional closure of random sets	2021-05-11	Paper
Risk arbitrage and hedging to acceptability under transaction costs	2021-04-29	Paper
A Complement to the Grigoriev Theorem for the Kabanov Model	2020-09-16	Paper
Consumption-investment optimization problem in a Lévy financial model with transaction costs and Làdlàg strategies	2020-06-18	Paper
Random optimization on random sets	2020-03-09	Paper
Pricing under dynamic risk measures	2019-12-05	Paper
Conditional cores and conditional convex hulls of random sets	2019-08-21	Paper
Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions	2019-05-15	Paper
Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient	2018-12-13	Paper
Approximation of Non-Lipschitz SDEs by Picard Iterations	2018-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4609296	2018-03-29	Paper
New Developments on the Modigliani--Miller Theorem	2017-03-09	Paper
Consumption-investment problem with transaction costs for Lévy-driven price processes	2016-09-07	Paper
On Supremal and Maximal Sets with Respect to Random Partial Orders	2016-05-13	Paper
Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs	2016-03-31	Paper
Approximate hedging for nonlinear transaction costs on the volume of traded assets	2015-08-04	Paper
Asymptotic arbitrage with small transaction costs	2015-02-06	Paper
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs	2014-09-04	Paper
VECTOR-VALUED COHERENT RISK MEASURE PROCESSES	2014-06-19	Paper
Essential supremum with respect to a random partial order	2014-01-16	Paper
Essential supremum and essential maximum with respect to random preference relations	2014-01-16	Paper
MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE	2013-05-14	Paper
Asymptotic arbitrage in large financial markets with friction	2013-02-26	Paper
The fundamental theorem of asset pricing under transaction costs	2012-12-07	Paper
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs	2012-11-02	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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