Emmanuel Lépinette

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 6

Top Topics

Portfolio Management

Transaction Costs

Numerical Integration

Top Venues

Finance Stochastics

J. Optim. Theory Appl.

SIAM J. Financial Math.

Math. Methods Oper. Res.

Publications

Dorsaf Cherif, Meriam El Mansour, Emmanuel Lépinette
A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies. J. Optim. Theory Appl. 201 (3) (2024)
Emmanuel Lépinette
Random optimization on random sets. Math. Methods Oper. Res. 91 (1) (2020)
Meriam El Mansour, Emmanuel Lépinette
Conditional Interior and Conditional Closure of Random Sets. J. Optim. Theory Appl. 187 (2) (2020)
Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette
Consumption-investment problem with transaction costs for Lévy-driven price processes. Finance Stochastics 20 (3) (2016)
Emmanuel Lépinette
Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs. SIAM J. Financial Math. 7 (1) (2016)
Romuald Elie, Emmanuel Lépinette
Approximate hedging for nonlinear transaction costs on the volume of traded assets. Finance Stochastics 19 (3) (2015)
Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe
Asymptotic arbitrage with small transaction costs. Finance Stochastics 18 (4) (2014)
Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi
The fundamental theorem of asset pricing under transaction costs. Finance Stochastics 16 (4) (2012)