Emmanuel Lépinette

According to our database, Emmanuel Lépinette authored at least 8 papers between 2012 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies.

Dorsaf Cherif, Meriam El Mansour, Emmanuel Lépinette

J. Optim. Theory Appl., June, 2024

2020

Random optimization on random sets.

Emmanuel Lépinette

Math. Methods Oper. Res., 2020

Conditional Interior and Conditional Closure of Random Sets.

Meriam El Mansour, Emmanuel Lépinette

J. Optim. Theory Appl., 2020

2016

Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs.

Emmanuel Lépinette

SIAM J. Financial Math., 2016

Consumption-investment problem with transaction costs for Lévy-driven price processes.

Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette

Finance Stochastics, 2016

2015

Approximate hedging for nonlinear transaction costs on the volume of traded assets.

Romuald Elie, Emmanuel Lépinette

Finance Stochastics, 2015

2014

Asymptotic arbitrage with small transaction costs.

Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe

Finance Stochastics, 2014

2012

The fundamental theorem of asset pricing under transaction costs.

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi

Finance Stochastics, 2012