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## Loeper, Grégoire

Compute Distance To:
 Author ID: loeper.gregoire Published as: Loeper, Grégoire; Loeper, G.; Loeper, Gregoire External Links: MGP · ORCID
 Documents Indexed: 27 Publications since 2004
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#### Co-Authors

 8 single-authored 3 Abergel, Frédéric 3 Ayed, Ahmed Bel Hadj 3 Bouchard, Bruno 3 Pironneau, Olivier 2 Brenier, Yann 2 Guo, Ivan 2 Lipp, Tobias 2 Zou, Yiyi 1 Bolley, François 1 Delanoë, Philippe P. 1 El Aoud, Sofiene 1 Figalli, Alessio 1 Liu, Jiakun 1 Rapetti, Francesca 1 Soner, Halil Mete 1 Vasseur, Alexis F. 1 Villani, Cédric 1 Wang, Shiyi 1 Zhou, Chao
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#### Serials

 3 Calculus of Variations and Partial Differential Equations 2 Archive for Rational Mechanics and Analysis 2 SIAM Journal on Control and Optimization 2 Quantitative Finance 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Acta Mathematica 1 Duke Mathematical Journal 1 Journal of Optimization Theory and Applications 1 Chinese Annals of Mathematics. Series B 1 Asymptotic Analysis 1 The Annals of Applied Probability 1 Geometric and Functional Analysis. GAFA 1 Communications in Partial Differential Equations 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Mathematical Analysis 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Journal of Hyperbolic Differential Equations 1 Bulletin of Mathematical Sciences
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#### Fields

 19 Partial differential equations (35-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 5 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Astronomy and astrophysics (85-XX)

#### Citations contained in zbMATH Open

23 Publications have been cited 414 times in 302 Documents Cited by Year
On the regularity of solutions of optimal transportation problems. Zbl 1219.49038
Loeper, Grégoire
2009
Uniqueness of the solution to the Vlasov–Poisson system with bounded density. Zbl 1111.35045
Loeper, Grégoire
2006
Regularity of optimal maps on the sphere: the quadratic cost and the reflector antenna. Zbl 1231.35280
Loeper, Grégoire
2011
Numerical solution of the Monge–Ampère equation by a Newton’s algorithm. Zbl 1067.65119
Loeper, Grégoire; Rapetti, Francesca
2005
A fully nonlinear version of the incompressible Euler equations: the semigeostrophic system. Zbl 1134.35046
Loeper, G.
2006
Regularity of optimal transport in curved geometry: the nonfocal case. Zbl 1192.53041
Loeper, Grégoire; Villani, Cédric
2010
$$C^{1}$$ regularity of solutions of the Monge-Ampère equation for optimal transport in dimension two. Zbl 1170.35400
Figalli, Alessio; Loeper, Grégoire
2009
Contractive metrics for scalar conservation laws. Zbl 1071.35081
Bolley, François; Brenier, Yann; Loeper, Grégoire
2005
Quasi-neutral limit of the Euler-Poisson and Euler-Monge-Ampère systems. Zbl 1077.76072
Loeper, Grégoire
2005
On the regularity of the polar factorization for time dependent maps. Zbl 1116.35033
Loeper, G.
2005
Gradient estimates for potentials of invertible gradient-mappings on the sphere. Zbl 1136.35358
Delanoë, Philippe; Loeper, Grégoire
2006
A geometric approximation to the Euler equations: the Vlasov-Monge-Ampère system. Zbl 1075.35046
Brenier, Y.; Loeper, G.
2004
Almost-sure hedging with permanent price impact. Zbl 1369.91172
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
2016
Electric turbulence in a plasma subject to a strong magnetic field. Zbl 1080.35153
Loeper, G.; Vasseur, A.
2004
A mixed PDE/Monte-Carlo method for stochastic volatility models. Zbl 1168.91018
Loeper, Grégoire; Pironneau, Olivier
2009
Hedging of covered options with linear market impact and gamma constraint. Zbl 1415.91278
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
2017
The reconstruction problem for the Euler-Poisson system in cosmology. Zbl 1089.85003
Loeper, Grégoire
2006
Option pricing with linear market impact and nonlinear Black-Scholes equations. Zbl 1417.91511
Loeper, Gregoire
2018
Forecasting trends with asset prices. Zbl 1402.91748
Ayed, Ahmed Bel Hadj; Loeper, Grégoire; Abergel, Frédéric
2017
Mixing Monte-Carlo and partial differential equations for pricing options. Zbl 1264.91139
Lipp, Tobias; Loeper, Grégoire; Pironneau, Olivier
2013
Performance analysis of the optimal strategy under partial information. Zbl 1360.91131
Ayed, Ahmed Bel Hadj; Loeper, Grégoire; El Aoud, Sofiene; Abergel, Frédéric
2017
Local volatility calibration by optimal transport. Zbl 1422.91696
Guo, Ivan; Loeper, Grégoire; Wang, Shiyi
2019
Pricing bounds for volatility derivatives via duality and least squares Monte Carlo. Zbl 1418.91599
Guo, Ivan; Loeper, Gregoire
2018
Local volatility calibration by optimal transport. Zbl 1422.91696
Guo, Ivan; Loeper, Grégoire; Wang, Shiyi
2019
Option pricing with linear market impact and nonlinear Black-Scholes equations. Zbl 1417.91511
Loeper, Gregoire
2018
Pricing bounds for volatility derivatives via duality and least squares Monte Carlo. Zbl 1418.91599
Guo, Ivan; Loeper, Gregoire
2018
Hedging of covered options with linear market impact and gamma constraint. Zbl 1415.91278
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
2017
Forecasting trends with asset prices. Zbl 1402.91748
Ayed, Ahmed Bel Hadj; Loeper, Grégoire; Abergel, Frédéric
2017
Performance analysis of the optimal strategy under partial information. Zbl 1360.91131
Ayed, Ahmed Bel Hadj; Loeper, Grégoire; El Aoud, Sofiene; Abergel, Frédéric
2017
Almost-sure hedging with permanent price impact. Zbl 1369.91172
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
2016
Mixing Monte-Carlo and partial differential equations for pricing options. Zbl 1264.91139
Lipp, Tobias; Loeper, Grégoire; Pironneau, Olivier
2013
Regularity of optimal maps on the sphere: the quadratic cost and the reflector antenna. Zbl 1231.35280
Loeper, Grégoire
2011
Regularity of optimal transport in curved geometry: the nonfocal case. Zbl 1192.53041
Loeper, Grégoire; Villani, Cédric
2010
On the regularity of solutions of optimal transportation problems. Zbl 1219.49038
Loeper, Grégoire
2009
$$C^{1}$$ regularity of solutions of the Monge-Ampère equation for optimal transport in dimension two. Zbl 1170.35400
Figalli, Alessio; Loeper, Grégoire
2009
A mixed PDE/Monte-Carlo method for stochastic volatility models. Zbl 1168.91018
Loeper, Grégoire; Pironneau, Olivier
2009
Uniqueness of the solution to the Vlasov–Poisson system with bounded density. Zbl 1111.35045
Loeper, Grégoire
2006
A fully nonlinear version of the incompressible Euler equations: the semigeostrophic system. Zbl 1134.35046
Loeper, G.
2006
Gradient estimates for potentials of invertible gradient-mappings on the sphere. Zbl 1136.35358
Delanoë, Philippe; Loeper, Grégoire
2006
The reconstruction problem for the Euler-Poisson system in cosmology. Zbl 1089.85003
Loeper, Grégoire
2006
Numerical solution of the Monge–Ampère equation by a Newton’s algorithm. Zbl 1067.65119
Loeper, Grégoire; Rapetti, Francesca
2005
Contractive metrics for scalar conservation laws. Zbl 1071.35081
Bolley, François; Brenier, Yann; Loeper, Grégoire
2005
Quasi-neutral limit of the Euler-Poisson and Euler-Monge-Ampère systems. Zbl 1077.76072
Loeper, Grégoire
2005
On the regularity of the polar factorization for time dependent maps. Zbl 1116.35033
Loeper, G.
2005
A geometric approximation to the Euler equations: the Vlasov-Monge-Ampère system. Zbl 1075.35046
Brenier, Y.; Loeper, G.
2004
Electric turbulence in a plasma subject to a strong magnetic field. Zbl 1080.35153
Loeper, G.; Vasseur, A.
2004
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#### Cited by 331 Authors

 19 Figalli, Alessio 15 Loeper, Grégoire 13 McCann, Robert J. 13 Zhang, Xianwen 9 Carrillo de la Plata, José Antonio 9 Trudinger, Neil Sidney 8 Gutiérrez, Cristian E. 8 Kim, Young-Heon 7 Villani, Cédric 6 Chen, Shibing 6 Kitagawa, Jun 6 Le, Nam Q. 6 Liu, Jiakun 6 Rifford, Ludovic 6 Santambrogio, Filippo 6 Wang, Xu-Jia 5 Benamou, Jean-David 5 Di Francesco, Marco 5 Froese, Brittany D. 5 Goudon, Thierry 5 Jiang, Feida 5 Mérigot, Quentin 5 Miot, Evelyne 5 Nguyen, Truyen Van 5 Tudorascu, Adrian 4 Ambrosio, Luigi 4 Brenier, Yann 4 Chen, Zili 4 De Philippis, Guido 4 Han-Kwan, Daniel 4 Li, Xiuting 4 Liu, Jianguo 4 Oberman, Adam M. 4 Seis, Christian 4 Xiao, Meixia 4 Yang, Jianwei 3 Budd, Christopher John 3 Carlier, Guillaume 3 Crippa, Gianluca 3 Cullen, Michael John Priestley 3 Delanoë, Philippe P. 3 Feldman, Mikhail 3 Frisch, Uriel 3 Gangbo, Wilfrid 3 Iacobelli, Mikaela 3 Jaimungal, Sebastian 3 Karakhanyan, Aram L. 3 Li, Qirui 3 Maldonado, Diego 3 Pass, Brendan 3 Pickl, Peter 3 Saffirio, Chiara 3 Tournier, Federico 3 Vasseur, Alexis F. 2 Abedin, Farhan 2 Abergel, Frédéric 2 Agueh, Martial 2 Ayed, Ahmed Bel Hadj 2 Becherer, Dirk 2 Berman, Robert J. 2 Bertozzi, Andrea Louise 2 Bilarev, Todor 2 Bouchard, Bruno 2 Caffarelli, Luis Ángel 2 Caprino, Silvia 2 Castella, François 2 Chang, Sun-Yung Alice 2 Colombo, Maria 2 Cotter, Colin John 2 Craig, Katy 2 Degond, Pierre 2 Donatelli, Donatella 2 Frentrup, Peter 2 Froese Hamfeldt, Brittany 2 Gallouët, Thomas O. 2 Golse, François 2 Griffin-Pickering, Megan 2 Guillen, Nestor 2 Hauray, Maxime 2 Huang, Hui 2 Jabin, Pierre-Emmanuel 2 Jackson, Kenneth R. 2 Kokonendji, Célestin Clotaire 2 Laurent, Thomas 2 Lazarovici, Dustin 2 Lebedeva, Nina V. 2 Liu, Chundi 2 Mainini, Edoardo 2 Marcati, Pierangelo 2 Marchioro, Carlo 2 McRae, Andrew T. T. 2 Mirebeau, Jean-Marie 2 Neilan, Michael 2 Nguyen, Van Truyen 2 Paul, Thierry 2 Podvigina, Ol’ga Mikhaĭlovna 2 Poupaud, Frédéric 2 Russell, Robert D. 2 Salem, Samir 2 Serfaty, Sylvia ...and 231 more Authors
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#### Cited in 112 Serials

 25 Archive for Rational Mechanics and Analysis 20 Calculus of Variations and Partial Differential Equations 13 Communications in Partial Differential Equations 12 Journal of Differential Equations 8 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 8 Discrete and Continuous Dynamical Systems 7 Communications in Mathematical Physics 7 Journal of Computational Physics 7 Journal of Mathematical Analysis and Applications 7 Journal of Statistical Physics 7 SIAM Journal on Mathematical Analysis 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 Kinetic and Related Models 5 Advances in Mathematics 4 Communications on Pure and Applied Mathematics 4 Journal of Functional Analysis 4 Acta Applicandae Mathematicae 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Journal of Mathematical Physics 3 Transactions of the American Mathematical Society 3 Applied Mathematics Letters 3 Journal of Scientific Computing 3 Differential Geometry and its Applications 3 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 3 Journal of the European Mathematical Society (JEMS) 3 Quantitative Finance 3 Bulletin of Mathematical Sciences 3 Séminaire Laurent Schwartz. EDP et Applications 2 Mathematics of Computation 2 Applied Mathematics and Optimization 2 Journal of Economic Theory 2 Journal für die Reine und Angewandte Mathematik 2 Numerische Mathematik 2 Quarterly of Applied Mathematics 2 SIAM Journal on Control and Optimization 2 Bulletin of the Korean Mathematical Society 2 Chinese Annals of Mathematics. Series B 2 Physica D 2 Applied Numerical Mathematics 2 Revista Matemática Iberoamericana 2 The Annals of Applied Probability 2 SIAM Journal on Scientific Computing 2 Journal of Mathematical Sciences (New York) 2 NoDEA. Nonlinear Differential Equations and Applications 2 Applied Mathematical Finance 2 Bernoulli 2 Communications in Contemporary Mathematics 2 Journal of Applied Mathematics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Communications on Pure and Applied Analysis 2 Journal of Hyperbolic Differential Equations 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 SIAM Journal on Financial Mathematics 2 SIAM/ASA Journal on Uncertainty Quantification 1 Applicable Analysis 1 Bulletin of the Australian Mathematical Society 1 Inverse Problems 1 Israel Journal of Mathematics 1 Mathematical Methods in the Applied Sciences 1 Nonlinearity 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Acta Mathematica 1 Canadian Mathematical Bulletin 1 Duke Mathematical Journal 1 Geometriae Dedicata 1 Publications Mathématiques 1 Journal of Computational and Applied Mathematics 1 Mathematische Annalen 1 Memoirs of the American Mathematical Society 1 Monatshefte für Mathematik 1 Proceedings of the American Mathematical Society 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 SIAM Journal on Numerical Analysis 1 Tohoku Mathematical Journal. Second Series 1 Statistics & Probability Letters 1 Discrete & Computational Geometry 1 European Journal of Applied Mathematics 1 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 1 The Journal of Geometric Analysis 1 Geometric and Functional Analysis. GAFA 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 SIAM Journal on Applied Mathematics 1 Stochastic Processes and their Applications 1 Bulletin of the American Mathematical Society. New Series 1 Journal of Nonlinear Science 1 Test 1 Bulletin des Sciences Mathématiques 1 Advances in Computational Mathematics 1 Monte Carlo Methods and Applications 1 European Mathematical Society Newsletter 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 International Journal of Theoretical and Applied Finance 1 Annals of Mathematics. Second Series 1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 1 Acta Mathematica Sinica. English Series 1 Journal of Dynamical and Control Systems 1 Foundations of Computational Mathematics 1 Computational Methods in Applied Mathematics ...and 12 more Serials
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#### Cited in 37 Fields

 225 Partial differential equations (35-XX) 75 Calculus of variations and optimal control; optimization (49-XX) 50 Fluid mechanics (76-XX) 48 Statistical mechanics, structure of matter (82-XX) 45 Numerical analysis (65-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Differential geometry (53-XX) 20 Operations research, mathematical programming (90-XX) 19 Probability theory and stochastic processes (60-XX) 16 Global analysis, analysis on manifolds (58-XX) 12 Optics, electromagnetic theory (78-XX) 11 Geophysics (86-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Quantum theory (81-XX) 7 Measure and integration (28-XX) 7 Functional analysis (46-XX) 6 Biology and other natural sciences (92-XX) 6 Systems theory; control (93-XX) 5 Statistics (62-XX) 5 Relativity and gravitational theory (83-XX) 4 Integral equations (45-XX) 4 Convex and discrete geometry (52-XX) 4 Mechanics of particles and systems (70-XX) 3 Real functions (26-XX) 3 Computer science (68-XX) 3 Astronomy and astrophysics (85-XX) 2 Mechanics of deformable solids (74-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Information and communication theory, circuits (94-XX)