Lepinette, Emmanuel

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Journal Article

Lepinette, Emmanuel; Molchanov, Ilya (2021). Risk arbitrage and hedging to acceptability under transaction costs. Finance and stochastics, 25(1), pp. 101-132. Springer-Verlag 10.1007/s00780-020-00434-3

Lepinette, Emmanuel; Molchanov, Ilya (2019). Conditional cores and conditional convex hulls of random sets. Journal of mathematical analysis and applications, 478(2), pp. 368-392. Elsevier 10.1016/j.jmaa.2019.05.010

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