Emmanuel Lépinette : Citation Profile


Are you Emmanuel Lépinette?

Université Paris-Dauphine (Paris IX) (50% share)
National Research University Higher School of Economics (50% share)

5

H index

2

i10 index

68

Citations

RESEARCH PRODUCTION:

12

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 9
   Journals where Emmanuel Lépinette has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (6.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/plp29
   Updated: 2020-02-16    RAS profile: 2016-10-14    
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Relations with other researchers


Works with:

Aboura, Sofiane (4)

Кабанов, Юрий (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Lépinette.

Is cited by:

Nguyen-Huu, Adrien (6)

ALLAJ, ERINDI (2)

Pergamenshchikov, Sergey (2)

Loisel, Stéphane (2)

Jacquier, Antoine (1)

Jouini, Elyès (1)

Bayraktar, Erhan (1)

Riedel, Frank (1)

Cites to:

Кабанов, Юрий (22)

Jouini, Elyès (3)

Scholes, Myron (3)

thesmar, david (2)

merton, robert (2)

Farmer, J. (2)

Evren, Ozgur (2)

NAPP, Clotilde (2)

Ok, Efe (2)

Schied, Alexander (2)

Kreps, David (2)

Main data


Where Emmanuel Lépinette has published?


Journals with more than one article published# docs
Finance and Stochastics7
Journal of Mathematical Economics2
Applied Mathematical Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL5
Working Papers / HAL3
Papers / arXiv.org3

Recent works citing Emmanuel Lépinette (2018 and 2017)


YearTitle of citing document
2017Implicit transaction costs and the fundamental theorems of asset pricing. (2017). ALLAJ, ERINDI. In: Papers. RePEc:arx:papers:1310.1882.

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2017On the Market Viability under Proportional Transaction Costs. (2017). Bayraktar, Erhan ; Yu, Xiang. In: Papers. RePEc:arx:papers:1312.3917.

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2017Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (2017). Chau, Huy N ; Mostovyi, Oleksii ; Fontana, Claudio ; Cosso, Andrea. In: Papers. RePEc:arx:papers:1509.01672.

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2017Hedging in fractional Black-Scholes model with transaction costs. (2017). Sotinnen, Tommi ; Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1706.01534.

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2017Conditional-Mean Hedging Under Transaction Costs in Gaussian Models. (2017). Viitasaari, Lauri ; Sottinen, Tommi. In: Papers. RePEc:arx:papers:1708.03242.

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2018Variance optimal hedging with application to Electricity markets. (2018). Warin, Xavier. In: Papers. RePEc:arx:papers:1711.03733.

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2017Conditional cores and conditional convex hulls of random sets. (2017). Molchanov, Ilya ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:1711.10303.

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2017No arbitrage and lead-lag relationships. (2017). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1712.09854.

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2019Pricing without martingale measure. (2019). L'Epinette, Emmanuel ; Carassus, Laurence ; Baptiste, Julien. In: Papers. RePEc:arx:papers:1807.04612.

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2019Modelling information flow in stochastic optimal control: How Meyer-$\sigma$-fields settle the clash between exogenous and endogenous jumps. (2018). Besslich, David ; Bank, Peter. In: Papers. RePEc:arx:papers:1810.08495.

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2020Semimartingale price systems in models with transaction costs beyond efficient friction. (2020). Molitor, Alexander ; Kuhn, Christoph. In: Papers. RePEc:arx:papers:2001.03190.

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2017Arbitrage with fractional Gaussian processes. (2017). Xiao, Weilin ; Zhang, Xili . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:620-628.

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2017Arbitrage theory for non convex financial market models. (2017). Lepinette, Emmanuel ; Tran, Tuan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:10:p:3331-3353.

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2017Hedging in fractional Black–Scholes model with transaction costs. (2017). Shokrollahi, Foad ; Sottinen, Tommi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:130:y:2017:i:c:p:85-91.

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2019No arbitrage and lead–lag relationships. (2019). Koike, Yuta ; Hayashi, Takaki. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:1.

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2019Conic asset pricing and the costs of price fluctuations. (2019). Schoutens, Wim ; Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0328-1.

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2018Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions. (2018). Gerer, Johannes ; Dorfleitner, Gregor. In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9137-3.

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2019Australian Money Market Divergence: Arbitrage Opportunity or Illusion?. (2019). Printant, Sebastien ; Cheung, Belinda . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2019-09.

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2017IMPLICIT TRANSACTION COSTS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING. (2017). Allaj, Erindi. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:04:n:s0219024917500248.

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2018CONDITIONAL-MEAN HEDGING UNDER TRANSACTION COSTS IN GAUSSIAN MODELS. (2018). Sottinen, Tommi ; Viitasaari, Lauri. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:02:n:s0219024918500152.

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Works by Emmanuel Lépinette:


YearTitleTypeCited
2012Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs In: Papers.
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paper0
2012Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs In: Papers.
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paper0
2016Risk Arbitrage and Hedging to Acceptability In: Papers.
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paper1
2015Do banks satisfy the Modigliani-Miller theorem? In: Economics Bulletin.
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article1
2013Essential supremum with respect to a random partial order In: Journal of Mathematical Economics.
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article3
2013Essential supremum and essential maximum with respect to random preference relations In: Journal of Mathematical Economics.
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article3
2010Mean square error for the Leland-Lott hedging strategy: convex pay-offs. In: Post-Print.
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paper6
2011Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. In: Post-Print.
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paper3
2009Hedging of American options under transaction costs. In: Post-Print.
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paper2
2015Les effets controversés de la régulation des banques dinvestissement et de marchés. In: Post-Print.
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paper0
2015Do banks satisfy the Modigliani-Miller theorem? In: Post-Print.
[Citation analysis]
paper1
2010Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate In: Working Papers.
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paper0
2013An Alternative Model to Basel Regulation In: Working Papers.
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paper0
2009Hedging of American options under transaction costs In: Finance and Stochastics.
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article7
2010Mean square error for the Leland–Lott hedging strategy: convex pay-offs In: Finance and Stochastics.
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article12
2012Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs In: Finance and Stochastics.
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article6
2012The fundamental theorem of asset pricing under transaction costs In: Finance and Stochastics.
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article20
2014Asymptotic arbitrage with small transaction costs In: Finance and Stochastics.
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article2
2015Approximate hedging for nonlinear transaction costs on the volume of traded assets In: Finance and Stochastics.
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article0
2016Consumption-investment problem with transaction costs for Lévy-driven price processes In: Finance and Stochastics.
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article0
2010Approximate Hedging of Contingent Claims under Transaction Costs for General Pay-offs In: Applied Mathematical Finance.
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article0
2014Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs In: Applied Mathematical Finance.
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article1

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