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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Lépinette, Emmanuel"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Lépinette, Emmanuel
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
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Finance and stochastics
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
2
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
3
Asymptotic arbitrage with small transaction costs
Klein, Irene
;
Lépinette, Emmanuel
;
Perez-Ostafe, Lavinia
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 917-939
Persistent link: https://www.econbiz.de/10010416822
Saved in:
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