Ludovic Tangpi

According to our database, Ludovic Tangpi authored at least 7 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A Deep Learning Method for Optimal Investment Under Relative Performance Criteria Among Heterogeneous Agents.

Mathieu Laurière, Ludovic Tangpi, Xuchen Zhou

CoRR, 2024

2023

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts.

Olivier Menoukeu Pamen, Ludovic Tangpi

J. Optim. Theory Appl., June, 2023

2022

Stochastic Control of Optimized Certainty Equivalents.

Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi

SIAM J. Financial Math., September, 2022

Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls.

Mathieu Laurière, Ludovic Tangpi

SIAM J. Math. Anal., 2022

2020

Theoretical and empirical analysis of trading activity.

Mathias Pohl, Alexander Ristig, Walter Schachermayer, Ludovic Tangpi

Math. Program., 2020

2019

Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts.

Olivier Menoukeu Pamen, Ludovic Tangpi

SIAM J. Math. Anal., 2019

2017

Duality Formulas for Robust Pricing and Hedging in Discrete Time.

Patrick Cheridito, Michael Kupper, Ludovic Tangpi

SIAM J. Financial Math., 2017