• 47 Citations
  • 4 h-Index
20162020

Research output per year

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Fingerprint 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

Research Output

  • 47 Citations
  • 4 h-Index
  • 14 Article

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.

Princeton University

Research output: Contribution to journalArticle

  • 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.

    Princeton University

    Research output: Contribution to journalArticle

  • 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.

    Princeton University

    Research output: Contribution to journalArticle

  • 1 Scopus citations

    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

    Bartl, D., Kupper, M., Prömel, D. J. & 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
  • 3 Scopus citations