The following pages link to Grégoire Loeper (Q309170):
Displaying 43 items.
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- On the regularity of solutions of optimal transportation problems (Q617864) (← links)
- Regularity of optimal maps on the sphere: the quadratic cost and the reflector antenna (Q717436) (← links)
- The reconstruction problem for the Euler-Poisson system in cosmology (Q816945) (← links)
- Weak formulation of the MTW condition and convexity properties of potentials (Q820869) (← links)
- \(C^{1}\) regularity of solutions of the Monge-Ampère equation for optimal transport in dimension two (Q834627) (← links)
- Uniqueness of the solution to the Vlasov--Poisson system with bounded density (Q864178) (← links)
- Regularity of optimal transport in curved geometry: the nonfocal case (Q961478) (← links)
- A mixed PDE/Monte-Carlo method for stochastic volatility models (Q1018129) (← links)
- (Q1617138) (redirect page) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Pricing bounds for volatility derivatives via duality and least squares Monte Carlo (Q1626511) (← links)
- 2017 MATRIX annals (Q1755651) (← links)
- (Q1774009) (redirect page) (← links)
- A geometric approximation to the Euler equations: the Vlasov-Monge-Ampère system (Q1774010) (← links)
- Numerical solution of the Monge--Ampère equation by a Newton's algorithm (Q1775079) (← links)
- Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- Path dependent optimal transport and model calibration on exotic derivatives (Q2240848) (← links)
- Modelling tail risk with tempered stable distributions: an overview (Q2241120) (← links)
- Gradient estimates for potentials of invertible gradient-mappings on the sphere (Q2493996) (← links)
- On the regularity of the polar factorization for time dependent maps (Q2575178) (← links)
- PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION (Q2976133) (← links)
- A Fully Nonlinear Version of the Incompressible Euler Equations: The Semigeostrophic System (Q3440230) (← links)
- Forecasting trends with asset prices (Q4555084) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039) (← links)
- (Q4654970) (← links)
- CONTRACTIVE METRICS FOR SCALAR CONSERVATION LAWS (Q4680610) (← links)
- Optimal transport with discrete long-range mean-field interactions (Q4997873) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Mixing Monte-Carlo and Partial Differential Equations for Pricing Options (Q5261574) (← links)
- Quasi-Neutral Limit of the Euler–Poisson and Euler–Monge–Ampère Systems (Q5708004) (← links)
- Filtering time-dependent covariance matrices using time-independent eigenvalues (Q5880290) (← links)
- Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
- Interior second derivatives estimates for nonlinear diffusions (Q6160098) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
- Geometric Martingale Benamou-Brenier transport and geometric Bass martingales (Q6731586) (← links)
- From entropic transport to martingale transport, and applications to model calibration (Q6732910) (← links)
- Entropic Semi-Martingale Optimal Transport (Q6740802) (← links)
