The fundamental theorem of asset pricing under transaction costs. - Paolo Guasoni; Emmanuel Lépinette; Miklós Rásonyi (Finance Stochastics, 2012)

Asymptotic arbitrage with small transaction costs. - Irene Klein; Emmanuel Lépinette; Lavinia Perez-Ostafe (Finance Stochastics, 2014)

Approximate hedging for nonlinear transaction costs on the volume of traded assets. - Romuald Elie; Emmanuel Lépinette (Finance Stochastics, 2015)

Consumption-investment problem with transaction costs for Lévy-driven price processes. - Dimitri De Vallière; Yuri Kabanov; Emmanuel Lépinette (Finance Stochastics, 2016)

Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs. - Emmanuel Lépinette (SIAM J. Financial Math., 2016)

Conditional Interior and Conditional Closure of Random Sets. - Meriam El Mansour; Emmanuel Lépinette (J. Optim. Theory Appl., 2020)

Random optimization on random sets. - Emmanuel Lépinette (Math. Methods Oper. Res., 2020)

A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies. - Dorsaf Cherif; Meriam El Mansour; Emmanuel Lépinette (J. Optim. Theory Appl., 2024)