Yuri Kabanov, Emmanuel Lepinette, 151, Set Optimization and Applications - The State of the Art, 2015, 275
Ilya Molchanov, 87, Theory of Random Sets, 2017, 317
Emmanuel Lepinette, “Random optimization on random sets”, Math Meth Oper Res, 91, № 1, 2020, 159
Emmanuel Lépinette, Ilya Molchanov, “Conditional cores and conditional convex hulls of random sets”, Journal of Mathematical Analysis and Applications, 478, № 2, 2019, 368
Ilya Molchanov, 87, Theory of Random Sets, 2017, 451
IMEN BEN TAHAR, EMMANUEL LÉPINETTE, “VECTOR-VALUED COHERENT RISK MEASURE PROCESSES”, Int. J. Theor. Appl. Finan., 17, № 02, 2014, 1450011
Sofiane Aboura, Emmanuel Lepinette-Denis, “An Alternative Model to Basel Regulation”, SSRN Journal, 2013
Emmanuel Lepinette, Tuan Quoc Tran, “General Financial Market Model Defined by a Liquidation Value Process”, SSRN Journal, 2014
Emmanuel Lepinette, Tuan Tran, “General financial market model defined by a liquidation value process”, Stochastics, 88, № 3, 2016, 437
Emmanuel Lepinette, Jun Zhao, “Risk-hedging a European option with a convex risk measure and without no-arbitrage condition”, Stochastics, 95, № 1, 2023, 118