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Emmanuel Lépinette

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First Name:Emmanuel
Middle Name:
Last Name:Lépinette
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RePEc Short-ID:plp29
Email:[This author has chosen not to make the email address public]
Homepage:https://sites.google.com/site/emmanuellepinettedenis/Home
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Phone:
Location: Paris, France
Homepage: http://www.ceremade.dauphine.fr/
Email:
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Fax:
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:cerp9fr (more details at EDIRC)
Location: Moscow, Russia
Homepage: http://ilqf.hse.ru/
Email:
Phone: +7(495)7713232
Fax: +7(495)6287931
Postal: Myasnitskaya 20, Moscow 101000
Handle: RePEc:edi:qfhseru (more details at EDIRC)
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  1. Ostafe, Lavinia & Lépinette-Denis, Emmanuel & Klein, Irene, 2014. "Asymptotic Arbitrage with Small Transaction Costs," Economics Papers from University Paris Dauphine 123456789/10555, Paris Dauphine University.
  2. Lépinette-Denis, Emmanuel & Ben Tahar, Imen, 2014. "Vector-Valued Coherent Risk Measure Processes," Economics Papers from University Paris Dauphine 123456789/13268, Paris Dauphine University.
  3. Lépinette-Denis, Emmanuel & Darses, Sébastien, 2014. "Mean Square Error and Limit Theorem for the Modi fied Leland Hedging Strategy with a Constant Transaction Costs Coefficient," Economics Papers from University Paris Dauphine 123456789/9308, Paris Dauphine University.
  4. Quoc, Tuan Tran & Lépinette-Denis, Emmanuel, 2014. "Approximate Hedging In A Local Volatility Model With Proportional Transaction Costs," Economics Papers from University Paris Dauphine 123456789/9011, Paris Dauphine University.
  5. Sofiane Aboura & Emmanuel Lépinette, 2013. "An Alternative Model to Basel Regulation," Working Papers hal-00825018, HAL.
  6. Bruno Bouchard & Emmanuel Lepinette & Erik Taflin, 2013. "Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs," Papers 1302.0361, arXiv.org.
  7. Kabanov, Yuri & Lépinette-Denis, Emmanuel, 2013. "Essential Supremum with Respect to a Random Partial Order," Economics Papers from University Paris Dauphine 123456789/9699, Paris Dauphine University.
  8. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2013. "Essential supremum and essential maximum with respect to random preference relations," Economics Papers from University Paris Dauphine 123456789/12268, Paris Dauphine University.
  9. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2012. "Consistent Price Systems and Arbitrage Opportunities of the Second Kind in Models with Transaction Costs," Economics Papers from University Paris Dauphine 123456789/4652, Paris Dauphine University.
  10. Guasoni, Paolo & Lépinette-Denis, Emmanuel & Rásonyi, Miklós, 2012. "The fundamental theorem of asset pricing under transaction costs," Economics Papers from University Paris Dauphine 123456789/9300, Paris Dauphine University.
  11. Irene Klein & Emmanuel Lepinette & Lavinia Ostafe, 2012. "Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs," Papers 1211.0443, arXiv.org.
  12. Lépinette-Denis, Emmanuel, 2011. "Robust No Arbitrage Condition for Continuous-Time Models with Transaction Costs," Economics Papers from University Paris Dauphine 123456789/9306, Paris Dauphine University.
  13. Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2010. "Mean square error for the Leland-Lott hedging strategy: convex pay-offs," Economics Papers from University Paris Dauphine 123456789/4654, Paris Dauphine University.
  14. Sebastien Darses & Emmanuel Denis, 2010. "Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate," Working Papers hal-00467704, HAL.
  15. Lépinette-Denis, Emmanuel, 2010. "Approximate Hedging of Contingent Claims Under Transaction Costs for General Pay-Offs," Economics Papers from University Paris Dauphine 123456789/9694, Paris Dauphine University.
  16. Lépinette-Denis, Emmanuel, 2009. "Arbitrage Pricing Under Transaction Costs: Continuous Time," Economics Papers from University Paris Dauphine 123456789/9307, Paris Dauphine University.
  17. Lépinette-Denis, Emmanuel, 2009. "Leland's Approximations for Concave Pay-Off Functions," Economics Papers from University Paris Dauphine 123456789/9304, Paris Dauphine University.
  1. Emmanuel Lépinette & Tuan Tran, 2014. "Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 21(4), pages 313-341, September.
  2. Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014. "Asymptotic arbitrage with small transaction costs," Finance and Stochastics, Springer, vol. 18(4), pages 917-939, October.
  3. Imen Ben Tahar & Emmanuel Lépinette, 2014. "Vector-Valued Coherent Risk Measure Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 17(02), pages 1450011-1-1.
  4. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum and essential maximum with respect to random preference relations," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 488-495.
  5. Kabanov, Yuri & Lépinette, Emmanuel, 2013. "Essential supremum with respect to a random partial order," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 478-487.
  6. Emmanuel Denis & Yuri Kabanov, 2012. "Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs," Finance and Stochastics, Springer, vol. 16(1), pages 135-154, January.
  7. Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012. "The fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, vol. 16(4), pages 741-777, October.
  8. Emmanuel Denis & Yuri Kabanov, 2010. "Mean square error for the Leland–Lott hedging strategy: convex pay-offs," Finance and Stochastics, Springer, vol. 14(4), pages 625-667, December.
  9. Emmanuel Denis, 2010. "Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(6), pages 491-518.
  10. D. Vallière & E. Denis & Y. Kabanov, 2009. "Hedging of American options under transaction costs," Finance and Stochastics, Springer, vol. 13(1), pages 105-119, January.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2013-07-28 2014-07-21. Author is listed
  2. NEP-CBA: Central Banking (2) 2013-07-28 2014-07-21. Author is listed
  3. NEP-FMK: Financial Markets (2) 2013-07-28 2014-07-21. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2014-07-21
  5. NEP-REG: Regulation (1) 2014-07-21
  6. NEP-RMG: Risk Management (2) 2013-07-28 2014-07-21. Author is listed

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