Articles

El Mansour M., Lépinette E. (2022), Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty, MathematicS In Action, vol. 11, n°1, p. 193-212

El Mansour M., Lépinette E. (2020), Conditional interior and conditional closure of a random set, Journal of Optimization Theory and Applications, vol. 187, p. 356–369

Prépublications / Cahiers de recherche

Cherif D., El Mansour M., Lépinette E. (2022), Super-hedging an arbitrary number of European options with integer-valued strategies, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 12 p.