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Grégoire Loeper

Observed names: G Loeper, G. Loeper, GRÉGOIRE LOEPER, Gr 'egoire Loeper, Gregoire Loeper, Grégoire Loeper A, Grrgoire Loeper, LOEPER, Grégoire, Loeper, G., Loeper, Gr\'egoire, Loeper, Gregoire, Loeper, Gr{é}goire, Loeper, Grégoire
Institutions: École Polytechnique, Université Paris Cité, Centre de Mathématiques Appliquées de l'École polytechnique, Laboratoire de Probabilités, Statistique et Modélisation, Monash University, BNP Paribas (France)
Observed institutions: Lyon 1 Université, Centre National de la Recherche Scientifique, École Polytechnique, The University of Melbourne, University of Toronto, Université Paris Cité, Institut Camille Jordan, Centre de Mathématiques Appliquées de l'École polytechnique, CentraleSupélec, Laboratoire Jean-Alexandre Dieudonné, Laboratoire Jacques-Louis Lions, Université Nice Sophia Antipolis, Laboratoire de Probabilités, Statistique et Modélisation, Université Pierre-et-Marie-Curie, École Polytechnique Fédérale de Lausanne, Monash University, Fields Institute for Research in Mathematical Sciences, BNP Paribas (France)
ORCID: 0000-0002-5320-9516
Observed ORCID: 0000-0002-5320-9516
OpenAlex ID: A5051304022
On the regularity of solutions of optimal transportation problems
2009 · Grégoire Loeper · Acta Mathematica · 231
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Uniqueness of the solution to the Vlasov–Poisson system with bounded density
2006 · Grégoire Loeper · Journal de Mathématiques Pures et Appliquées · 211
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Reconstruction of the early Universe as a convex optimization problem
2003 · Y. Brenier, U. Frisch, et al. · Monthly Notices of the Royal Astronomical Society · 165
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Numerical solution of the Monge–Ampère equation by a Newton's algorithm
2005 · Grégoire Loeper, Francesca Rapetti · Comptes Rendus Mathématique · 105
Regularity of Optimal Maps on the Sphere: the Quadratic Cost and the Reflector Antenna
2010 · Grégoire Loeper · Archive for Rational Mechanics and Analysis · 86
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Regularity of optimal transport in curved geometry: The nonfocal case
2010 · Grégoire Loeper, Cédric Villani · Duke Mathematical Journal · 64
A Fully Nonlinear Version of the Incompressible Euler Equations: The Semigeostrophic System
2006 · G. Loeper · SIAM Journal on Mathematical Analysis · 61
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Option pricing with linear market impact and nonlinear Black–Scholes equations
2018 · Gregoire Loeper · The Annals of Applied Probability · 52
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C 1 regularity of solutions of the Monge–Ampère equation for optimal transport in dimension two
2009 · Alessio Figalli, Grégoire Loeper · Calculus of Variations and Partial Differential Equations · 52
Contractive Metrics for Scalar Conservation Laws
2005 · FRANÇOIS BOLLEY, YANN BRENIER, et al. · Journal of Hyperbolic Differential Equations · 34
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Gradient estimates for potentials of invertible gradient–mappings on the sphere
2006 · Philippe Delanoë, Grégoire Loeper · Calculus of Variations and Partial Differential Equations · 31
Quasi-Neutral Limit of the Euler–Poisson and Euler–Monge–Ampère Systems
2005 · Grégoire Loeper · Communications in Partial Differential Equations · 31
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On the regularity of the polar factorization for time dependent maps
2004 · G. Loeper · Calculus of Variations and Partial Differential Equations · 30
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Almost-sure hedging with permanent price impact
2016 · Bruno Bouchard, Grégoire Loeper, et al. · Finance and Stochastics · 29
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A Geometric approximation to the euler equations: the Vlasov?Monge?Amp�re system
2004 · Y. Brenier, G. Loeper · Geometric and Functional Analysis · 29
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Hedging of Covered Options with Linear Market Impact and Gamma Constraint
2017 · Bruno Bouchard, Grégoire Loeper, et al. · SIAM Journal on Control and Optimization · 28
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Modelling tail risk with tempered stable distributions: an overview
2019 · Hasan Fallahgoul, Gregoire Loeper · Annals of Operations Research · 27
The Reconstruction Problem for the Euler-Poisson System in Cosmology
2005 · Grégoire Loeper · Archive for Rational Mechanics and Analysis · 27
A mixed PDE/Monte-Carlo method for stochastic volatility models
2009 · Grégoire Loeper, Olivier Pironneau · Comptes Rendus Mathématique · 24
Joint Modeling and Calibration of SPX and VIX by Optimal Transport
2022 · Ivan Guo, Grégoire Loeper, et al. · SIAM Journal on Financial Mathematics · 23
Calibration of local‐stochastic volatility models by optimal transport
2021 · Ivan Guo, Grégoire Loeper, et al. · Mathematical Finance · 23
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The Martingale Sinkhorn Algorithm
2023 · Hasenbichler, Manuel, Joseph, Benjamin, et al. · RePEc: Research Papers in Economics · 20
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Mean-Variance Portfolio Selection with Tracking Error Penalization
2020 · William Lefebvre, Gregoire Loeper, et al. · Mathematics · 20
Path dependent optimal transport and model calibration on exotic derivatives
2021 · Ivan Guo, Grégoire Loeper · The Annals of Applied Probability · 18
Local Volatility Calibration by Optimal Transport
2019 · Ivan Guo, Grégoire Loeper, et al. · MATRIX book series · 18
Works count: 91
Citation count: 1,733
H-index: 21
I10-index: 35
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