Ludovic Tangpi
Author
Alternate name Ludovic Tangpi
Institution Princeton University
Past institutions Princeton University, ETH Zurich, University of Vienna, Humboldt-Universität zu Berlin, University of Konstanz
ORCID: Yes
H-index: 11
I10-index: 13
Works count: 110
Citations count: 487
Duality Formulas for Robust Pricing and Hedging in Discrete Time
2017 · Patrick Cheridito, Michael Kupper, et al. · SIAM Journal on Financial Mathematics
Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls
2022 · Mathieu Laurière, Ludovic Tangpi · SIAM Journal on Mathematical Analysis
Computational aspects of robust optimized certainty equivalents and option pricing
2019 · Daniel Bartl, Samuel Drapeau, et al. · Mathematical Finance