Concepedia

Emmanuel Lépinette

EL

9

Publications

196

Citations

9

H-Index

2011

Active since

Affiliations

Université Paris Dauphine-PSL(Current)

Centre de Recherche en Mathématiques de la Décision

National Research University Higher School of Economics

Centre National de la Recherche Scientifique

Boston University

Emmanuel Lépinette is an author at Université Paris Dauphine-PSL specializing in asset pricing, finance, and business.

Top concepts

FinanceBusinessAsset PricingEconomicsEngineeringProbabilityOption PricingDynamic PricingEconomic AnalysisFinancial Economics

Publications per year

2011–2019

9

Publications

9

The fundamental theorem of asset pricing under transaction costs

Paolo Guasoni, Emmanuel Lépinette, Miklós Rásonyi · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2012 · 67 citations

VECTOR-VALUED COHERENT RISK MEASURE PROCESSES

Imen Ben Tahar, Emmanuel Lépinette · International Journal of Theoretical and Applied Finance · 2014 · 20 citations · Full text

Vector-valued Risk Measure, Measure Theory, Risk Analytics +12

Conditional cores and conditional convex hulls of random sets

Emmanuel Lépinette, Ilya Molchanov · Journal of Mathematical Analysis and Applications · 2019 · 20 citations · Full text

Mathematical Programming, Engineering, Extremal Set Theory +5

MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

Emmanuel Lépinette · Mathematical Finance · 2012 · 19 citations · Full text

Proportional Transaction Costs, Option Pricing, Dynamic Pricing +11

Essential supremum with respect to a random partial order

Yuri Kabanov, Emmanuel Lépinette · Journal of Mathematical Economics · 2013 · 17 citations · Full text

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