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

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

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

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

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

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

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

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

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

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

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

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Regularity of Optimal Maps on the Sphere: the Quadratic Cost and the Reflector Antenna von Loeper, Grégoire

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Asymptotic Properties of ReLU FFN Sieve Estimators von Fabozzi, Frank J., Fallahgoul, Hasan, Franstianto, Vincentius, Loeper, Grégoire

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Mean-Variance Portfolio Selection with Tracking Error Penalization von Lefebvre, William, Loeper, Grégoire, Pham, Huyên

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PERFORMANCE ANALYSIS OF THE OPTIMAL STRATEGY UNDER PARTIAL INFORMATION von BEL HADJ AYED, AHMED, LOEPER, GRÉGOIRE, EL AOUD, SOFIENE, ABERGEL, FRÉDÉRIC

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Portfolio optimization with a prescribed terminal wealth distribution von Guo, Ivan, Langrené, Nicolas, Loeper, Grégoire, Ning, Wei

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Robust utility maximization under model uncertainty via a penalization approach von Guo, Ivan, Langrené, Nicolas, Loeper, Grégoire, Ning, Wei

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Joint Modeling and Calibration of SPX and VIX by Optimal Transport von Guo, Ivan, Loeper, Grégoire, Obłój, Jan, Wang, Shiyi

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Markovian Approximation of the Rough Bergomi Model for Monte Carlo Option Pricing von Zhu, Qinwen, Loeper, Grégoire, Chen, Wen, Langrené, Nicolas

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Second-Order Stochastic Target Problems with Generalized Market Impact von Bouchard, Bruno, Loeper, Grégoire, Soner, Halil Mete, Zhou, Chao

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