Projects per year
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Dive into the research topics where Ludovic Tangpi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Active
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Probabilistic approach to rough PDEs: Applications to finance and control
NSF - National Science Foundation
7/1/20 → 6/30/23
Project: Research project
Research output
- 82 Citations
- 4 h-Index
- 16 Article
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Computational aspects of robust optimized certainty equivalents and option pricing
Bartl, D., Drapeau, S. & Tangpi, L., Jan 1 2020, In: Mathematical Finance. 30, 1, p. 287-309 23 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Functional inequalities for forward and backward diffusions
Bartl, D. & Tangpi, L., 2020, In: Electronic Journal of Probability. 25, p. 1-22 22 p., 94.Research output: Contribution to journal › Article › peer-review
Open Access -
Nonexponential sanov and schilder theorems on wiener space: Bsdes, schrödinger problems and control
BACKHOFF-VERAGUAS, JULIO., LACKER, DANIEL. & TANGPI, LUDOVIC., Jun 2020, In: Annals of Applied Probability. 30, 3, p. 1321-1367 47 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, J. & Tangpi, L., Jun 1 2020, In: Mathematics and Financial Economics. 14, 3, p. 433-460 28 p.Research output: Contribution to journal › Article › peer-review
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Theoretical and empirical analysis of trading activity
Pohl, M., Ristig, A., Schachermayer, W. & Tangpi, L., Jun 1 2020, In: Mathematical Programming. 181, 2, p. 405-434 30 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations