Showing 1 - 3 results of 3 for search 'Grégoire Loeper', query time: 0.02s Refine Results
  1. 1
    Optimal transport with discrete long-range mean-field interactions

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

    Published 2020-08-01
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  2. 2
    Mean-Variance Portfolio Selection with Tracking Error Penalization

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

    Published 2020-11-01
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    Article
  3. 3
    Markovian Approximation of the Rough Bergomi Model for Monte Carlo Option Pricing

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

    Published 2021-03-01
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    Article

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