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 |