Emmanuel Lépinette : Citation Profile


Are you Emmanuel Lépinette?

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

4

H index

3

i10 index

71

Citations

RESEARCH PRODUCTION:

12

Articles

11

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 6
   Journals where Emmanuel Lépinette has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (6.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plp29
   Updated: 2021-03-01    RAS profile: 2016-10-14    
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Relations with other researchers


Works with:

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 (5)

ALLAJ, ERINDI (2)

Bayraktar, Erhan (2)

Pergamenshchikov, Sergey (2)

Loisel, Stéphane (1)

Jouini, Elyès (1)

Jacquier, Antoine (1)

Riedel, Frank (1)

Cites to:

Кабанов, Юрий (17)

Scholes, Myron (3)

Farmer, J. (2)

merton, robert (2)

thesmar, david (2)

Kreps, David (2)

Kramkov, Dmitry (2)

Evren, Ozgur (2)

Schied, Alexander (2)

Ok, Efe (2)

Huberman, Gur (1)

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
Papers / arXiv.org3
Working Papers / HAL3

Recent works citing Emmanuel Lépinette (2021 and 2020)


YearTitle of citing document
2020Modelling 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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2020Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443.

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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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2021Super-replication with transaction costs under model uncertainty for continuous processes. (2021). Rasonyi, Miklos ; Chau, Huy N ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:2102.02298.

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2020No-Arbitrage Principle in Conic Finance. (2020). Zhu, Qiji Jim ; Vazifedan, Mehdi. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:66-:d:373781.

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2020Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs. (2020). Brown, Martin ; Zastawniak, Tomasz. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00367-z.

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2020Extended weak convergence and utility maximisation with proportional transaction costs. (2020). Bayraktar, Erhan ; Dolinsky, Yan ; Dolinskyi, Leonid. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00437-0.

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2021Risk arbitrage and hedging to acceptability under transaction costs. (2021). Molchanov, Ilya ; Lepinette, Emmanuel. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00434-3.

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2020Conditional Interior and Conditional Closure of Random Sets. (2020). Lepinette, Emmanuel ; el Mansour, Meriam. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:187:y:2020:i:2:d:10.1007_s10957-020-01768-w.

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2020Bilateral multiple gamma returns: Their risks and rewards. (2020). Wang, King ; Schoutens, Wim ; Madan, Dilip B. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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2020Price risk management by using dynamic hedging based on advanced Black–Scholes model. (2020). Ye, Zhongxing ; Liu, Xunzhi ; Qin, Haoyang ; Zhao, Liheng ; Shen, Jiaqi ; Lu, Peili. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500115.

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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
2020Risk Arbitrage and Hedging to Acceptability under Transaction Costs In: Papers.
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paper1
2015Do banks satisfy the Modigliani-Miller theorem? In: Economics Bulletin.
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article1
2015Do banks satisfy the Modigliani-Miller theorem?.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2013Essential supremum with respect to a random partial order In: Journal of Mathematical Economics.
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article4
2013Essential supremum and essential maximum with respect to random preference relations In: Journal of Mathematical Economics.
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article4
2010Mean square error for the Leland-Lott hedging strategy: convex pay-offs. In: Post-Print.
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paper13
2010Mean square error for the Leland–Lott hedging strategy: convex pay-offs.(2010) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2011Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs. In: Post-Print.
[Citation analysis]
paper10
2012Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs.(2012) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2009Hedging of American options under transaction costs. In: Post-Print.
[Citation analysis]
paper8
2009Hedging of American options under transaction costs.(2009) In: Finance and Stochastics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
2015Les effets controversés de la régulation des banques dinvestissement et de marchés. In: Post-Print.
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paper0
2010Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate In: Working Papers.
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paper1
2013An Alternative Model to Basel Regulation In: Working Papers.
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paper0
2012The fundamental theorem of asset pricing under transaction costs In: Finance and Stochastics.
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article25
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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article2

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