# Emmanuel Lépinette

### Contents:

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## Personal Details

First Name: | Emmanuel |

Middle Name: | |

Last Name: | Lépinette |

Suffix: | |

RePEc Short-ID: | plp29 |

Email: | [This author has chosen not to make the email address public] |

Homepage: | https://sites.google.com/site/emmanuellepinettedenis/Home |

Postal Address: | |

Phone: |

Location: Paris, France

Homepage: http://www.ceremade.dauphine.fr/

Email:

Phone:

Fax:

Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16

Handle: RePEc:edi:cerp9fr (more details at EDIRC)

Homepage: http://www.ceremade.dauphine.fr/

Email:

Phone:

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)

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)

- Lépinette-Denis, Emmanuel & Ben Tahar, Imen, 2014.
"
**Vector-Valued Coherent Risk Measure Processes**," Economics Papers from University Paris Dauphine 123456789/13268, Paris Dauphine University.- 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.

- Imen Ben Tahar & Emmanuel Lépinette, 2014.
"
- 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. - 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.- 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.

- Emmanuel Lépinette & Tuan Tran, 2014.
"
- 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.- 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.

- Irene Klein & Emmanuel Lépinette & Lavinia Perez-Ostafe, 2014.
"
- Sofiane Aboura & Emmanuel Lépinette, 2013.
"
**An Alternative Model to Basel Regulation**," Working Papers hal-00825018, HAL.- Lépinette-Denis, Emmanuel & Aboura, Sofiane, .
"
**An Alternative Model to Basel Regulation**," Economics Papers from University Paris Dauphine 123456789/11602, Paris Dauphine University. - Aboura, Sofiane & Lépinette-Denis, Emmanuel, 2014.
"
**An Alternative Model to Basel Regulation**," Economics Papers from University Paris Dauphine 123456789/13633, Paris Dauphine University.

- Lépinette-Denis, Emmanuel & Aboura, Sofiane, .
"
- 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.- 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.

- Kabanov, Yuri & Lépinette, Emmanuel, 2013.
"
- 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. - 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.- 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.

- Kabanov, Yuri & Lépinette, Emmanuel, 2013.
"
- 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.- 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.

- Emmanuel Denis & Yuri Kabanov, 2012.
"
- Irene Klein & Emmanuel Lepinette & Lavinia Ostafe, 2012.
"
**Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs**," Papers 1211.0443, arXiv.org. - 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.- 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.

- Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi, 2012.
"
- 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. - 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.- 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.

- Emmanuel Denis & Yuri Kabanov, 2010.
"
- Sebastien Darses & Emmanuel Denis, 2010.
"
**Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate**," Working Papers hal-00467704, HAL.- Lépinette-Denis, Emmanuel & Darses, Sébastien, 2011.
"
**Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate**," Economics Papers from University Paris Dauphine 123456789/4055, Paris Dauphine University.

- Lépinette-Denis, Emmanuel & Darses, Sébastien, 2011.
"
- 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.- 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.

- Emmanuel Denis, 2010.
"
- Lépinette-Denis, Emmanuel, 2009.
"
**Leland's Approximations for Concave Pay-Off Functions**," Economics Papers from University Paris Dauphine 123456789/9304, Paris Dauphine University. - Lépinette-Denis, Emmanuel, 2009.
"
**Arbitrage Pricing Under Transaction Costs: Continuous Time**," Economics Papers from University Paris Dauphine 123456789/9307, Paris Dauphine University.

- 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.- Lépinette-Denis, Emmanuel & Ben Tahar, Imen, 2014.
"
**Vector-Valued Coherent Risk Measure Processes**," Economics Papers from University Paris Dauphine 123456789/13268, Paris Dauphine University.

- Lépinette-Denis, Emmanuel & Ben Tahar, Imen, 2014.
"
- 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.- 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.

- Quoc, Tuan Tran & Lépinette-Denis, Emmanuel, 2014.
"
- 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.- 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.

- Ostafe, Lavinia & Lépinette-Denis, Emmanuel & Klein, Irene, 2014.
"
- 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.- 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.

- Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2013.
"
- 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.- 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.

- Kabanov, Yuri & Lépinette-Denis, Emmanuel, 2013.
"
- 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.- 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.

- Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2012.
"
- 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.- 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.

- Guasoni, Paolo & Lépinette-Denis, Emmanuel & Rásonyi, Miklós, 2012.
"
- 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.- 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.

- Lépinette-Denis, Emmanuel & Kabanov, Yuri, 2010.
"
- 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.- 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.

- Lépinette-Denis, Emmanuel, 2010.
"
- 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.

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-BAN: Banking (2) 2013-07-28 2014-07-21. Author is listed
- NEP-CBA: Central Banking (2) 2013-07-28 2014-07-21. Author is listed
- NEP-FMK: Financial Markets (2) 2013-07-28 2014-07-21. Author is listed
- NEP-MAC: Macroeconomics (1) 2014-07-21
- NEP-REG: Regulation (1) 2014-07-21
- NEP-RMG: Risk Management (3) 2010-04-24 2013-07-28 2014-07-21. Author is listed

#### Most cited item

- 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.

#### Most downloaded item (past 12 months)

- Sofiane Aboura & Emmanuel Lépinette, 2013.
"
**An Alternative Model to Basel Regulation**," Working Papers hal-00825018, HAL.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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