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7. Dynamic programming principle and computable prices in financial market models with transaction costs

10. Conditional Interior and Conditional Closure of Random Sets

11. Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies

13. No-arbitrage conditions and pricing from discrete-time to continuous-time strategies

14. Pricing without no-arbitrage condition in discrete time

15. Coherent Risk Measure on L 0 : NA Condition, Pricing and Dual Representation

16. Risk arbitrage and hedging to acceptability under transaction costs

17. A complement to the Grigoriev theorem for the Kabanov model

18. Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions

19. Arbitrage theory for non convex financial market models

20. New Developments on the Modigliani--Miller Theorem

21. Pricing under dynamic risk measures

22. Conditional Cores and Conditional Convex Hulls of Random Sets

23. Pricing without martingale measure

24. Approximation of non-Lipschitz SDEs by Picard iterations

25. General financial market model defined by a liquidation value process

26. Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs

27. Asymptotic arbitrage with small transaction costs

28. Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs

29. Essential supremum and essential maximum with respect to random preference relations

30. Essential supremum with respect to a random partial order

31. A fractional version of the Heston model with Hurst parameter H ∈ (1/2, 1)

32. Risk Arbitrage and Hedging to Acceptability

33. MODIFIED LELAND’S STRATEGY FOR A CONSTANT TRANSACTION COSTS RATE

34. Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs

35. On Supremal and Maximal Sets with Respect to Random Partial Orders

36. Approximate hedging for nonlinear transaction costs on the volume of traded assets

37. Arbitrage Theory for Non Convex Financial Market Models

38. General Financial Market Model Defined by a Liquidation Value Process

39. Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient

40. Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs

41. Are Banks Firms? The Modigliani-Miller Theorem Revisited

42. An Alternative Model to Basel Regulation

43. On Supremal and Maximal Sets with Respect to Random Partial Orders

44. Approximate Hedging for Non Linear Transaction Costs on the Volume of Traded Assets

45. Vector-valued risk measure processes

46. The Fundamental Theorem of Asset Pricing Under Transaction Costs

47. Parabolic schemes for quasi-linear parabolic and hyperbolic PDEs via stochastic calculus

48. VECTOR-VALUED COHERENT RISK MEASURE PROCESSES

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