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Lepinette, Emmanuel
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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No free lunch for markets with multiple numéraires
Carassus, Laurence
- In:
Journal of mathematical economics
104
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014231303
Saved in:
2
Modified Leland's strategy for a constant transaction costs rate
Lepinette, Emmanuel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 741-752
Persistent link: https://www.econbiz.de/10009614937
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3
Random optimization on random sets
Lepinette, Emmanuel
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
1
,
pp. 159-173
Persistent link: https://www.econbiz.de/10012229497
Saved in:
4
Investment opportunities, short sales constraints and arbitrage opportunity
Carassus, Laurence
;
Jouini, Elyès
-
1995
Persistent link: https://www.econbiz.de/10000926245
Saved in:
5
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
6
Un modèle discret et stochastique d'investissement avec une application aux coûts de transaction
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980468
Saved in:
7
Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence
;
Jouini, Elyès
-
1997
Persistent link: https://www.econbiz.de/10000980469
Saved in:
8
Investment and arbitrage opportunities with short sales constraints
Carassus, Laurence
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 169-178
Persistent link: https://www.econbiz.de/10001245924
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9
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
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10
A discrete stochasic model for investment with an application to the transaction costs case
Carassus, Laurence
;
Jouini, Elyès
- In:
Journal of mathematical economics
33
(
2000
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10001471633
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