Emmanuel Lépinette
Names
first:  Emmanuel 
last:  Lépinette 
in English:  Emmanuel Lepinette 
Contact
homepage:  https://sites.google.com/site/emmanuellepinettedenis/Home 
Affiliations

Université ParisDauphine (Paris IX)
→ Centre de Recherches en Mathématiques de la Décision (CEREMADE) (weight: 50%)
 website
 location: Paris, France

National Research University Higher School of Economics
→ International Laboratory of Quantitative Finance (weight: 50%)
 website
 location: Moscow, Russia
Research profile
author of:

Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
by Sebastien Darses & Emmanuel Denis 
Mean square error for the Leland–Lott hedging strategy: convex payoffs
by Emmanuel Denis & Yuri Kabanov 
Hedging of American options under transaction costs
by D. Vallière & E. Denis & Y. Kabanov 
The fundamental theorem of asset pricing under transaction costs
by Paolo Guasoni & Emmanuel Lépinette & Miklós Rásonyi 
Approximate Hedging of Contingent Claims under Transaction Costs for General Payoffs
by Emmanuel Denis 
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
by Emmanuel Denis & Yuri Kabanov 
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs
by Irene Klein & Emmanuel Lepinette & Lavinia Ostafe 
Essential supremum and essential maximum with respect to random preference relations
by Kabanov, Yuri & Lépinette, Emmanuel 
An Alternative Model to Basel Regulation
by Sofiane Aboura & Emmanuel Lépinette 
Essential supremum with respect to a random partial order
by Kabanov, Yuri & Lépinette, Emmanuel 
Robust nofree lunch with vanishing risk, a continuum of assets and proportional transaction costs
by Bruno Bouchard & Emmanuel Lepinette & Erik Taflin 
Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs
by Emmanuel Lépinette & Tuan Tran 
Asymptotic arbitrage with small transaction costs
by Irene Klein & Emmanuel Lépinette & Lavinia PerezOstafe 
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs
by Irene Klein & Emmanuel Lépinette & Lavinia Ostafe 
Mean square error for the LelandLott hedging strategy: convex payoffs.
by Emmanuel Denis & Yuri Kabanov 
Risk Arbitrage and Hedging to Acceptability under Transaction Costs
by Emmanuel Lepinette & Ilya Molchanov 
Do banks satisfy the ModiglianiMiller theorem?
by Sofiane Aboura & Emmanuel Lépinette 
Hedging of American options under transaction costs.
by Yuri Kabanov & Dimitri de Vallière & Emmanuel Denis 
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs.
by Emmanuel Denis & Yuri Kabanov 
Approximate hedging for nonlinear transaction costs on the volume of traded assets
by Romuald Elie & Emmanuel Lépinette 
Les effets controversés de la régulation des banques d'investissement et de marchés.
by Sofiane Aboura & Emmanuel Lépinette 
Do banks satisfy the ModiglianiMiller theorem?
by Sofiane Aboura & Emmanuel LÃpinette 
Consumptioninvestment problem with transaction costs for Lévydriven price processes
by Dimitri Vallière & Yuri Kabanov & Emmanuel Lépinette