Duality Formulas for Robust Pricing and Hedging in Discrete Time. - Patrick Cheridito; Michael Kupper; Ludovic Tangpi (SIAM J. Financial Math., 2017)

Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts. - Olivier Menoukeu Pamen; Ludovic Tangpi (SIAM J. Math. Anal., 2019)

Theoretical and empirical analysis of trading activity. - Mathias Pohl 002; Alexander Ristig; Walter Schachermayer; Ludovic Tangpi (Math. Program., 2020)

Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls. - Mathieu Laurière; Ludovic Tangpi (SIAM J. Math. Anal., 2022)

Stochastic Control of Optimized Certainty Equivalents. - Julio D. Backhoff Veraguas; A. Max Reppen; Ludovic Tangpi (SIAM J. Financial Math., 2022)

Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures. - Daniel Bartl; Ludovic Tangpi (Math. Oper. Res., 2023)

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts. - Olivier Menoukeu Pamen; Ludovic Tangpi (J. Optim. Theory Appl., 2023)

Quantitative Convergence for Displacement Monotone Mean Field Games with Controlled Volatility. - Joe Jackson; Ludovic Tangpi (Math. Oper. Res., 2024)

Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics. - Jiarui Chu; Ludovic Tangpi (SIAM J. Financial Math., 2024)

A deep learning method for optimal investment under relative performance criteria among heterogeneous agents. - Mathieu Laurière; Ludovic Tangpi; Xuchen Zhou (Eur. J. Oper. Res., 2025)

Propagation of Chaos for Mean Field Schrödinger Problems. - Camilo Hernández; Ludovic Tangpi (SIAM J. Control. Optim., 2025)