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G

Grégoire Loeper

Monash University

21H指数
111论文数
1.6K被引数
收录论文 4
发表时间
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On stochastic partial differential equations and their applications to derivative pricing through a conditional Feynman-Kac formula基于条件Feynman-Kac公式的随机偏微分方程及其在衍生品定价中的应用
errStochastic Processes and their Applications
IF1.2
err2026-02-01
err0
errOAAI
errDas, Kaustav; Guo, Ivan; Loeper, Gregoire
err分享
err收藏
GEOMETRIC MARTINGALE BENAMOU-BRENIER TRANSPORT AND GEOMETRIC BASS MARTINGALES几何鞅Benamou-Brenier输运和几何Bass鞅
errPROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY
IF0
err2025-09-01
err0
errOAAI
errBackhoff, Julio; Loeper, Gregoire; Obloj, Jan
err分享
err收藏
Modelling tail risk with tempered stable distributions: an overview
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2019-04-01
err19
PREAI
errFallahgoul, Hasan; Loeper, Gregoire
err分享
err收藏
Reconstruction of the early Universe as a convex optimization problem作为凸优化问题的早期宇宙的重建
errMONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY
IF4.8
err2003-11-19
err116
errOAAI
errBrenier, Y; Frisch, U; Hénon, M; Loeper, G; Matarrese, S; Mohayaee, R; Sobolevskii, A
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
S
S. Matarrese
H 指数: 141 · 论文数: 678
U
U. Frisch
H 指数: 60 · 论文数: 276
Y
Yann Brenier
H 指数: 34 · 论文数: 131
M
M. Hénon
H 指数: 32 · 论文数: 79
R
Roya Mohayaee
H 指数: 21 · 论文数: 103
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