Gr'egoire Loeper

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it
• Applied Mathematics — 7 citations into it
• Computational Theory and Mathematics — 6 citations into it

Whom Gr'egoire Loeper trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. H. M. Soner
2. Nizar Touzi
3. Patrick Cheridito
4. Cédric Villani
5. Xu-jia Wang
6. Juan Luis V'azquez
7. Andrea Pascucci

Papers from Gr'egoire Loeper's perspective

Ordered by how strongly the researchers Gr'egoire Loeper trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. User’s guide to viscosity solutions of second order partial differential equations
3. Forward-Backward Stochastic Differential Equations and their Applications
4. Dynamic programming for stochastic target problems and geometric flows
5. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
6. Valuing American Options by Simulation: A Simple Least-Squares Approach
7. Monte Carlo Methods in Financial Engineering
8. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
9. Topics in Optimal Transportation
10. Methods of Mathematical Finance

Their papers

• Option pricing with linear market impact and nonlinear Black–Scholes equations (2018) — 47 citations