Следене
Gregoire Loeper
Gregoire Loeper
BNP Paribas Global Markets, Paris
Потвърден имейл адрес: monash.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
On the regularity of solutions of optimal transportation problems
G Loeper
Acta Math. 202 (2), 241-283, 2009
271*2009
Uniqueness of the solution to the Vlasov–Poisson system with bounded density
G Loeper
Journal de mathématiques pures et appliquées 86 (1), 68-79, 2006
2412006
Reconstruction of the early Universe as a convex optimization problem
Y Brenier, U Frisch, M Hénon, G Loeper, S Matarrese, R Mohayaee, ...
Monthly Notices of the Royal Astronomical Society 346 (2), 501-524, 2003
1892003
Numerical solution of the Monge–Ampère equation by a Newton’s algorithm
G Loeper, F Rapetti
C. R. Math. Acad. Sci. Paris 340 (4), 319–324, 2005
1372005
Regularity of optimal maps on the sphere: The quadratic cost and the reflector antenna
G Loeper
Archive for rational mechanics and analysis 199, 269-289, 2011
98*2011
Regularity of optimal transport in curved geometry: the nonfocal case
G Loeper, C Villani
812010
A fully nonlinear version of the incompressible Euler equations: the semigeostrophic system
G Loeper
SIAM journal on mathematical analysis 38 (3), 795-823, 2006
782006
C 1 regularity of solutions of the Monge–Ampère equation for optimal transport in dimension two
A Figalli, G Loeper
Calculus of Variations and Partial Differential Equations 35, 537-550, 2009
632009
Contractive metrics for scalar conservation laws
F Bolley, Y Brenier, G Loeper
Journal of Hyperbolic Differential Equations 2 (01), 91-107, 2005
542005
Gradient estimates for potentials of invertible gradient–mappings on the sphere
P Delanoë, G Loeper
Calculus of Variations and Partial Differential Equations 26 (3), 297-311, 2006
442006
The reconstruction problem for the Euler-Poisson system in cosmology
G Loeper
Archive for rational mechanics and analysis 179, 153-216, 2006
43*2006
Option Pricing with Linear Market Impact and Non-Linear Black-Scholes Equations
G Loeper
The Annals of Applied Probability, 2018, 2016
42*2016
Quasi-neutral limit of the Euler–Poisson and Euler–Monge–Ampere systems
G Loeper
Communications in Partial Differential Equations 30 (8), 1141-1167, 2005
402005
A geometric approximation to the Euler equations: the Vlasov–Monge–Ampere system
Y Brenier, G Loeper
Geometric & Functional Analysis GAFA 14, 1182-1218, 2004
402004
On the regularity of the polar factorization for time dependent maps
G Loeper
Calculus of Variations and Partial Differential Equations 22 (3), 343-374, 2005
372005
Almost-sure hedging with permanent price impact
B Bouchard, G Loeper, Y Zou
Finance and Stochastics 20 (3), 741-771, 2016
342016
Hedging of covered options with linear market impact and gamma constraint
B Bouchard, G Loeper, Y Zou
SIAM Journal on Control and Optimization 55 (5), 3319-3348, 2017
322017
Pricing and hedging contingent claims with liquidity costs and market impact
F Abergel, G Loeper
Available at SSRN 2239498, 2013
29*2013
A mixed PDE/Monte-Carlo method for stochastic volatility models
G Loeper, O Pironneau
Comptes Rendus. Mathématique 347 (9-10), 559-563, 2009
262009
Modelling tail risk with tempered stable distributions: an overview
H Fallahgoul, G Loeper
Annals of Operations Research 299, 1253-1280, 2021
232021
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Статии 1–20