1

Regularity of optimal transport in curved geometry: The nonfocal case

Loeper, Grégoire, Villani, Cédric
Journal:
Duke Mathematical Journal
Year:
2010
Language:
english
File:
PDF, 544 KB
english, 2010
3

Option pricing with linear market impact and nonlinear Black–Scholes equations

Loeper, Gregoire
Journal:
The Annals of Applied Probability
Year:
2018
Language:
english
File:
PDF, 613 KB
english, 2018
5

Almost-sure hedging with permanent price impact

Bouchard, Bruno, Loeper, Grégoire, Zou, Yiyi
Journal:
Finance and Stochastics
Year:
2016
Language:
english
File:
PDF, 1.36 MB
english, 2016
9

On the regularity of solutions of optimal transportation problems

Grégoire Loeper
Journal:
Acta Mathematica
Year:
2009
Language:
english
File:
PDF, 501 KB
english, 2009
10

Forecasting trends with asset prices

Bel Hadj Ayed, Ahmed, Loeper, Grégoire, Abergel, Frédéric
Journal:
Quantitative Finance
Year:
2016
Language:
english
File:
PDF, 959 KB
english, 2016
12

A mixed PDE/Monte-Carlo method for stochastic volatility models

Grégoire Loeper, Olivier Pironneau
Journal:
Comptes Rendus Mathematique
Year:
2009
Language:
english
File:
PDF, 217 KB
english, 2009
14

The Reconstruction Problem for the Euler-Poisson System in Cosmology

Grégoire Loeper
Journal:
Archive for Rational Mechanics and Analysis
Year:
2006
Language:
english
File:
PDF, 471 KB
english, 2006
20

Modelling tail risk with tempered stable distributions: an overview

Fallahgoul, Hasan, Loeper, Gregoire
Journal:
Annals of Operations Research
Year:
2019
Language:
english
File:
PDF, 914 KB
english, 2019