• 35 Citations
  • 3 h-Index
20162020

Research output per year

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Research Output

  • 35 Citations
  • 3 h-Index
  • 13 Article

Computational aspects of robust optimized certainty equivalents and option pricing

Tangpi, L., Jan 1 2020, In : Mathematical Finance. 30, 1, p. 287-309 23 p.

Princeton University

Research output: Contribution to journalArticle

Concentration of dynamic risk measures in a Brownian filtration

Tangpi, L., May 2019, In : Stochastic Processes and their Applications. 129, 5, p. 1477-1491 15 p.

Princeton University

Research output: Contribution to journalArticle

1 Scopus citations

Duality for pathwise superhedging in continuous time

Tangpi, L., Jul 15 2019, In : Finance and Stochastics. 23, 3, p. 697-728 32 p.

Princeton University

Research output: Contribution to journalArticle

Open Access
2 Scopus citations

Multidimensional Markovian FBSDEs with super-quadratic growth

Tangpi Ndounkeu, L., Mar 1 2019, In : Stochastic Processes and their Applications. 129, 3, p. 902-923 22 p.

Research output: Contribution to journalArticle

1 Scopus citations