Ich stimme zu, dass diese Seite Cookies verwende. Weitere Informationen finden Sie unter unseren Datenschutzerklärungen .
X
Loeper, Grégoire
66  Ergebnisse:
OpenAccess-Volltexte X
Personensuche X
?
1

Calibration of Local Volatility Models with Stochastic Inte..:

Loeper, Gregoire ; Obloj, Jan ; Joseph, Benjamin
http://arxiv.org/abs/2305.00200.  , 2023
Link: http://arxiv.org/abs/230..
 
?
2

The Measure Preserving Martingale Sinkhorn Algorithm:

Joseph, Benjamin ; Loeper, Gregoire ; Obloj, Jan
http://arxiv.org/abs/2310.13797.  , 2023
Link: http://arxiv.org/abs/231..
 
?
3

Data-driven Multiperiod Robust Mean-Variance Optimization:

Hai, Xin ; Loeper, Gregoire ; Nam, Kihun
http://arxiv.org/abs/2306.16681.  , 2023
Link: http://arxiv.org/abs/230..
 
?
4

Joint Calibration of Local Volatility Models with Stochasti..:

Joseph, Benjamin ; Loeper, Gregoire ; Obloj, Jan
http://arxiv.org/abs/2308.14473.  , 2023
Link: http://arxiv.org/abs/230..
 
?
5

Differential learning methods for solving fully nonlinear P..:

Lefebvre, William ; Loeper, Grégoire ; Pham, Huyên
http://arxiv.org/abs/2205.09815.  , 2022
Link: http://arxiv.org/abs/220..
 
?
6

A C^{0,1}-functional Itô's formula and its applications in ..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spa.2022.02.010.  , 2022
Link: https://hal.science/hal-..
 
?
7

A $C^{0,1}$-functional It\^o's formula and its applications..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
http://arxiv.org/abs/2101.03759.  , 2021
Link: http://arxiv.org/abs/210..
 
?
8

Approximate viscosity solutions of path-dependent PDEs and ..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
info:eu-repo/semantics/altIdentifier/arxiv/2107.01956.  , 2021
Link: https://hal.science/hal-..
 
?
9

Optimal transport for model calibration:

Guo, Ivan ; Loeper, Gregoire ; Obloj, Jan.
http://arxiv.org/abs/2107.01978.  , 2021
Link: http://arxiv.org/abs/210..
 
?
10

Cleaning the covariance matrix of strongly nonstationary sy..:

Bongiorno, Christian ; Challet, Damien ; Loeper, Grégoire
http://arxiv.org/abs/2111.13109.  , 2021
Link: http://arxiv.org/abs/211..
 
?
11

Approximate viscosity solutions of path-dependent PDEs and ..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
info:eu-repo/semantics/altIdentifier/arxiv/2107.01956.  , 2021
Link: https://hal.archives-ouv..
 
?
12

Deep Semi-Martingale Optimal Transport:

Guo, Ivan ; Langrené, Nicolas ; Loeper, Grégoire.
http://arxiv.org/abs/2103.03628.  , 2021
Link: http://arxiv.org/abs/210..
 
?
13

A C^{0,1}-functional Itô's formula and its applications in ..:

Bouchard, Bruno ; Loeper, Grégoire ; Tan, Xiaolu
hal-03105342.  , 2021
Link: https://hal.archives-ouv..
 
?
14

On Stochastic Partial Differential Equations and their appl..:

Das, Kaustav ; Guo, Ivan ; Loeper, Grégoire
http://arxiv.org/abs/2106.14870.  , 2021
Link: http://arxiv.org/abs/210..
 
?
15

On the convexity theory of generating functions:

Loeper, Gregoire ; Trudinger, Neil S
http://arxiv.org/abs/2109.04585.  , 2021
Link: http://arxiv.org/abs/210..
 
1-15