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Publications by Emmanuel Lépinette

The Fundamental Theorem of Asset Pricing Under Transaction Costs

Finance and Stochastics

English

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Fundamental Theorem of Asset Pricing on Measurable Spaces Under Uncertainty

SSRN Electronic Journal

English

Dynamic Arbitrage-Free Asset Pricing With Proportional Transaction Costs

Mathematical Finance

Applied Mathematics

Social Sciences

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Asian Option Pricing With Monotonous Transaction Costs Under Fractional Brownian Motion

Journal of Applied Mathematics

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Asset Pricing Under Optimal Contracts

SSRN Electronic Journal

English

Transaction Costs and Asset Prices: A Dynamic Equilibrium Model

Review of Financial Studies

English

A Multi-Asset Investment and Consumption Problem With Transaction Costs

Finance and Stochastics

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Hedging of American Options Under Transaction Costs

Finance and Stochastics

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A Note on Utility-Based Pricing in Models With Transaction Costs

Mathematics and Financial Economics

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Portfolio Optimization Under Transaction Costs in the CRR Model

Mathematical Methods of Operations Research

Management Science

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English