A Fully Nonlinear Version of the Incompressible Euler Equations: The Semigeostrophic System. - Grégoire Loeper (SIAM J. Math. Anal., 2006)

Almost-sure hedging with permanent price impact. - Bruno Bouchard 002; Grégoire Loeper; Yiyi Zou (Finance Stochastics, 2016)

Hedging of Covered Options with Linear Market Impact and Gamma Constraint. - Bruno Bouchard 002; Grégoire Loeper; Yiyi Zou (SIAM J. Control. Optim., 2017)

Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo. - Ivan Guo; Grégoire Loeper (J. Optim. Theory Appl., 2018)

Second-Order Stochastic Target Problems with Generalized Market Impact. - Bruno Bouchard 002; Grégoire Loeper; Halil Mete Soner; Chao Zhou (SIAM J. Control. Optim., 2019)

Modelling tail risk with tempered stable distributions: an overview. - Hasan Fallahgoul; Grégoire Loeper (Ann. Oper. Res., 2021)

Joint Modeling and Calibration of SPX and VIX by Optimal Transport. - Ivan Guo; Grégoire Loeper; Jan Oblój; Shiyi Wang (SIAM J. Financial Math., 2022)