On the regularity of solutions of optimal transportation problems von Loeper, Grégoire

Volltext

Cross-border externalities and cooperation among representative democracies von Loeper, Antoine

Volltext

OPTION PRICING WITH LINEAR MARKET IMPACT AND NONLINEAR BLACK–SCHOLES EQUATIONS von Loeper, Gregoire

Volltext

Voters and the trade-off between policy stability and responsiveness von Loeper, Antoine, Dziuda, Wioletta

Volltext

Dynamic Pivotal Politics von DZIUDA, WIOLETTA, LOEPER, ANTOINE

Volltext

Dynamic Collective Choice with Endogenous Status Quo von Dziuda, Wioletta, Loeper, Antoine

Volltext

Path dependent optimal transport and model calibration on exotic derivatives von Guo, Ivan, Loeper, Grégoire

Volltext

Modelling tail risk with tempered stable distributions: an overview von Fallahgoul, Hasan, Loeper, Gregoire

Volltext

Hedging of Covered Options with Linear Market Impact and Gamma Constraint von Bouchard, Bruno, Loeper, Grégoire, Zou, Yiyi

Volltext

Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability von Bouchard, Bruno, Loeper, Grégoire, Tan, Xiaolu

Volltext

Selection of validated hypervariable regions is crucial in 16S-based microbiota studies of the female genital tract von Graspeuntner, Simon, Loeper, Nathalie, Künzel, Sven, Baines, John F., Rupp, Jan

Volltext

Calibration of local‐stochastic volatility models by optimal transport von Guo, Ivan, Loeper, Grégoire, Wang, Shiyi

Volltext

Filtering time-dependent covariance matrices using time-independent eigenvalues von Bongiorno, C, Challet, D, Loeper, G

Volltext

A ℂ0,1-functional Itô’s formula and its applications in mathematical finance von Bouchard, Bruno, Loeper, Grégoire, Tan, Xiaolu

Volltext

Coordination in heterogeneous federal systems von Loeper, Antoine

Volltext

Optimal transport with discrete long-range mean-field interactions von Liu, Jiakun, Loeper, Grégoire

Volltext

Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport von Joseph, Benjamin, Loeper, Grégoire, Obłój, Jan

Volltext

Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo von Guo, Ivan, Loeper, Gregoire

Volltext

Uniqueness of the solution to the Vlasov–Poisson system with bounded density von Loeper, Grégoire

Volltext

Almost-sure hedging with permanent price impact von Bouchard, Bruno, Loeper, Grégoire, Zou, Yiyi

Volltext