Gregoire Loeper

Identifiers

• name variant Gregoire Loeper 0.60 · backfill

Papers (6)

1. Optimal FX Hedge Tenor with Liquidity Risk q-fin.RM · 2019 · author #3
2. Interior second derivative estimates for nonlinear diffusions math.AP · 2018 · author #1
3. Pricing Bounds for VIX Derivatives via Least Squares Monte Carlo q-fin.CP · 2016 · author #2
4. Option pricing with linear market impact and non-linear Black and Scholes equations q-fin.PR · 2013 · author #1
5. Regularity of optimal maps on the sphere: the quadratic cost and the reflector antenna math.AP · 2013 · author #1
6. A geometric approximation to the Euler equations: the Vlasov-Monge-Ampere system math.AP · 2005 · author #2

Mentions

• 1301.6252 #1 · backfill · confidence 0.70 Gregoire Loeper
• 1301.6229 #1 · backfill · confidence 0.70 Gregoire Loeper

Frequent Coauthors

• Fernando Quiros 1 shared papers
• Ivan Guo 1 shared papers
• Mark Aarons 1 shared papers
• Rongju Zhang 1 shared papers
• Yann Brenier 1 shared papers