| The fundamental theorem of asset pricing under transaction costs P Guasoni, E Lépinette, M Rásonyi Finance and Stochastics 16, 741-777, 2012 | 87 | 2012 |
| Hedging of American options under transaction costs D De Valliere, E Denis, Y Kabanov Finance and Stochastics 13, 105-119, 2009 | 41 | 2009 |
| Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs E Denis, Y Kabanov Misclaneous Economics Papers from University Paris Dauphine, 2012 | 37 | 2012 |
| Essential supremum with respect to a random partial order Y Kabanov, E Lépinette Journal of Mathematical Economics 49 (6), 478-487, 2013 | 36 | 2013 |
| Vector-valued coherent risk measure processes IB Tahar, E Lépinette International Journal of Theoretical and Applied Finance 17 (02), 1450011, 2014 | 28* | 2014 |
| Conditional cores and conditional convex hulls of random sets E Lépinette, I Molchanov Journal of Mathematical Analysis and Applications 478 (2), 368-392, 2019 | 24 | 2019 |
| Pricing without martingale measure J Baptiste, L Carassus, E Lépinette Available at SSRN 3190878, 2018 | 23 | 2018 |
| Do banks satisfy the Modigliani-Miller theorem? S Aboura, E Lépinette Available at SSRN 2348608, 2013 | 23 | 2013 |
| Modified Leland’s strategy for a constant transaction costs rate E Lepinette Mathematical Finance: An International Journal of Mathematics, Statistics …, 2012 | 23 | 2012 |
| Mean square error for the Leland–Lott hedging strategy: convex pay-offs E Denis, Y Kabanov Finance and Stochastics 14 (4), 625-667, 2010 | 23 | 2010 |
| Pricing without no-arbitrage condition in discrete time L Carassus, E Lépinette Journal of Mathematical Analysis and Applications 505 (1), 125441, 2022 | 19 | 2022 |
| Consumption-investment problem with transaction costs for Lévy-driven price processes D De Valliere, Y Kabanov, E Lépinette Finance and Stochastics 20, 705-740, 2016 | 17 | 2016 |
| Approximate hedging in a local volatility model with proportional transaction costs E Lépinette, T Tran Applied Mathematical Finance 21 (4), 313-341, 2014 | 17 | 2014 |
| General financial market model defined by a liquidation value process E Lepinette, T Tran Stochastics 88 (3), 437-459, 2016 | 16 | 2016 |
| Essential supremum and essential maximum with respect to random preference relations Y Kabanov, E Lépinette Journal of Mathematical Economics 49 (6), 488-495, 2013 | 16 | 2013 |
| A fractional version of the Heston model with Hurst parameter H∈(1/2, 1) E Lepinette, F Mehrdoust Available at SSRN 2884010, 2016 | 15 | 2016 |
| Asymptotic arbitrage with small transaction costs I Klein, E Lépinette, L Perez-Ostafe Finance and Stochastics 18, 917-939, 2014 | 15 | 2014 |
| Arbitrage theory for non convex financial market models E Lepinette, T Tran Stochastic Processes and their Applications 127 (10), 3331-3353, 2017 | 13 | 2017 |
| Approximate Hedging of Contingent Claims Under Transaction Costs D Emmanuel Applied Mathematical Finance 17, 491-518., 2010 | 12* | 2010 |
| Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient S Darses, E Lépinette THE MUSIELA'S FESTSCHRIFT, Yu. Kabanov, ed., Springer, 2011 | 11* | 2011 |
Yuri KabanovProfessor of mathematics, Besançon UniversityПотвърден имейл адрес: univ-fcomte.fr
