Conditional Interior and Conditional Closure of Random Sets
El Mansour, Meriam, Lépinette, Emmanuel
Published in Journal of optimization theory and applications (01.11.2020)
Published in Journal of optimization theory and applications (01.11.2020)
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Journal Article
Pricing under dynamic risk measures
Zhao, Jun, Lépinette, Emmanuel, Zhao, Peibiao
Published in Open mathematics (Warsaw, Poland) (08.08.2019)
Published in Open mathematics (Warsaw, Poland) (08.08.2019)
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Journal Article
Pricing without no-arbitrage condition in discrete time
Carassus, Laurence, Lépinette, Emmanuel
Published in Journal of mathematical analysis and applications (01.01.2022)
Published in Journal of mathematical analysis and applications (01.01.2022)
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Journal Article
Conditional cores and conditional convex hulls of random sets
Lépinette, Emmanuel, Molchanov, Ilya
Published in Journal of mathematical analysis and applications (15.10.2019)
Published in Journal of mathematical analysis and applications (15.10.2019)
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Journal Article
Random optimization on random sets
Lepinette, Emmanuel
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.02.2020)
Published in Mathematical methods of operations research (Heidelberg, Germany) (01.02.2020)
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Journal Article
Parabolic Schemes for Quasi-Linear Parabolic and Hyperbolic PDEs via Stochastic Calculus
Darses, Sebastien, Lépinette-Denis, Emmanuel
Published in Stochastic analysis and applications (01.01.2012)
Published in Stochastic analysis and applications (01.01.2012)
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Journal Article
RANDOM OPTIMIZATION ON RANDOM SETS
Lépinette, Emmanuel
Published in Mathematical methods of operations research (Heidelberg, Germany) (2020)
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Published in Mathematical methods of operations research (Heidelberg, Germany) (2020)
Journal Article
Arbitrage theory for non convex financial market models
Lepinette, Emmanuel, Tran, Tuan
Published in Stochastic processes and their applications (01.10.2017)
Published in Stochastic processes and their applications (01.10.2017)
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Journal Article
Conditional Cores and Conditional Convex Hulls of Random Sets
Lépinette, Emmanuel, Molchanov, Ilya
Published in Journal of mathematical analysis and applications (2019)
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Published in Journal of mathematical analysis and applications (2019)
Journal Article
The fundamental theorem of asset pricing under transaction costs
Guasoni, Paolo, Lépinette, Emmanuel, Rásonyi, Miklós
Published in Finance and stochastics (01.10.2012)
Published in Finance and stochastics (01.10.2012)
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Journal Article