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, № 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, № 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, № 1, 2020, 159  
8. Jun Zhao, Emmanuel Lépinette, Peibiao Zhao, “Pricing under dynamic risk measures”, Open Mathematics, 17, № 1, 2019, 894  
9. IMEN BEN TAHAR, EMMANUEL LÉPINETTE, “VECTOR-VALUED COHERENT RISK MEASURE PROCESSES”, Int. J. Theor. Appl. Finan., 17, № 02, 2014, 1450011  
10. Emmanuel Lepinette, Tuan Tran, “General financial market model defined by a liquidation value process”, Stochastics, 88, № 3, 2016, 437