10 citations to 10.1016/j.jmateco.2013.05.007 (Crossref Cited-By Service)

1. Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014  
2. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SIAM J. Finan. Math., 7, no. 1, 2016, 104  
3. Emmanuel Lepinette, Jun Zhao, “Risk-hedging a European option with a convex risk measure and without no-arbitrage condition”, Stochastics, 95, no. 1, 2023, 118  
4. Gianni Bosi, Magalì Zuanon, 263, Mathematical Topics on Representations of Ordered Structures and Utility Theory, 2020, 213  
5. Emmanuel Lepinette, “Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs”, SSRN Journal, 2015  
6. Yuri Kabanov, Emmanuel Lepinette, 151, Set Optimization and Applications - The State of the Art, 2015, 275  
7. Emmanuel Lepinette, “Random optimization on random sets”, Math Meth Oper Res, 91, no. 1, 2020, 159  
8. Jun Zhao, Emmanuel Lépinette, Peibiao Zhao, “Pricing under dynamic risk measures”, Open Mathematics, 17, no. 1, 2019, 894  
9. IMEN BEN TAHAR, EMMANUEL LÉPINETTE, “VECTOR-VALUED COHERENT RISK MEASURE PROCESSES”, Int. J. Theor. Appl. Finan., 17, no. 02, 2014, 1450011  
10. Emmanuel Lepinette, Tuan Tran, “General financial market model defined by a liquidation value process”, Stochastics, 88, no. 3, 2016, 437