Gregoire Loeper 个人学术档案

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引用	1910	855
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Ivan GuoSenior Lecturer, Monash University在 monash.edu 的电子邮件经过验证
Yann Brenierdirecteur de recherches CNRS, LMO, Université Paris-Saclay在 universite-paris-saclay.fr 的电子邮件经过验证
bruno bouchardUniversité Paris Dauphine - PSL在 ceremade.dauphine.fr 的电子邮件经过验证
Frédéric AbergelFRB - Fondation pour la recherche sur la biodiversité在 fondationbiodiversite.fr 的电子邮件经过验证
Nicolas LangrenéAssociate Professor, BNU-HKBU United International College在 uic.edu.cn 的电子邮件经过验证
Jan OblojProfessor of Mathematics, University of Oxford在 maths.ox.ac.uk 的电子邮件经过验证
Francesca RapettiUniversite' Cote d'Azur, Nice在 unice.fr 的电子邮件经过验证
Sabino MatarreseProfessor of Astrophysics & Cosmology, Padova University在 pd.infn.it 的电子邮件经过验证
Uriel FrischResearch scientist, Observatoire de la Côte d'Azur, Nice, France在 oca.eu 的电子邮件经过验证
Andrei SobolevskiA. A. Kharkevich Institute for Information Transmission Problems在 iitp.ru 的电子邮件经过验证
roya mohayaeeIAP在 iap.fr 的电子邮件经过验证
Olivier PironneauProfesseur mathématiques appliquées, Université Pierre et Marie Curie (Paris VI), Paris, France在 upmc.fr 的电子邮件经过验证
Hasan A. FallahgoulMonash University在 monash.edu 的电子邮件经过验证
Alessio FigalliETH Zurich在 math.ethz.ch 的电子邮件经过验证
Tan XiaoluThe Chinese University of Hong Kong在 cuhk.edu.hk 的电子邮件经过验证
Huyên PHAMProfessor, University Paris Diderot在 math.univ-paris-diderot.fr 的电子邮件经过验证
William LefebvrePhD student, Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université de Paris在 etu.u-paris.fr 的电子邮件经过验证
Neil TrudingerThe Australian National University在 anu.edu.au 的电子邮件经过验证
Damien ChalletLaboratoire MICS, CentraleSupélec, Université Paris Saclay在 centralesupelec.fr 的电子邮件经过验证
Christian BongiornoAssociate Professor, CentraleSupélec在 centralesupelec.fr 的电子邮件经过验证

关注

Gregoire Loeper

BNP Paribas Global Markets, Paris

在 monash.edu 的电子邮件经过验证 - 首页

Financial mathematics Partial differential equations Optimal transport


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
On the regularity of solutions of optimal transportation problems G Loeper Acta Math. 202 (2), 241-283, 2009	273*	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	245	2006
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	191	2003
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	136	2005
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	102	2011
Regularity of optimal transport in curved geometry: the nonfocal case G Loeper, C Villani	82	2010
A fully nonlinear version of the incompressible Euler equations: the semigeostrophic system G Loeper SIAM journal on mathematical analysis 38 (3), 795-823, 2006	81	2006
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	62	2009
Contractive metrics for scalar conservation laws F Bolley, Y Brenier, G Loeper Journal of Hyperbolic Differential Equations 2 (01), 91-107, 2005	52	2005
Option Pricing with Linear Market Impact and Non-Linear Black-Scholes Equations G Loeper The Annals of Applied Probability, 2018, 2016	47*	2016
The reconstruction problem for the Euler-Poisson system in cosmology G Loeper Archive for rational mechanics and analysis 179, 153-216, 2006	45*	2006
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	44	2006
Quasi-neutral limit of the Euler–Poisson and Euler–Monge–Ampere systems G Loeper Communications in Partial Differential Equations 30 (8), 1141-1167, 2005	40	2005
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	40	2005
A geometric approximation to the Euler equations: the Vlasov–Monge–Ampere system Y Brenier, G Loeper Geometric & Functional Analysis GAFA 14, 1182-1218, 2004	40	2004
Almost-sure hedging with permanent price impact B Bouchard, G Loeper, Y Zou Finance and Stochastics 20 (3), 741-771, 2016	35	2016
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	32	2017
Pricing and hedging contingent claims with liquidity costs and market impact F Abergel, G Loeper Available at SSRN 2239498, 2013	30*	2013
Calibration of local‐stochastic volatility models by optimal transport I Guo, G Loeper, S Wang Mathematical Finance 32 (1), 46-77, 2022	26	2022
A mixed PDE/Monte-Carlo method for stochastic volatility models G Loeper, O Pironneau Comptes Rendus. Mathématique 347 (9-10), 559-563, 2009	26	2009

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