2017
Duality Formulas for Robust Pricing and Hedging in Discrete Time
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
SIAM Journal on Financial MathematicsTop-listed
65
cites
Faculty
Ludovic Tangpi is a Finance scholar at Princeton University. Research spans Stochastic processes and financial applications. 78 works, 492 citations (h-index 12).
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Affiliation on publications · New York University Shanghai
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
SIAM Journal on Financial MathematicsTop-listed
Mathieu Laurière, Ludovic Tangpi
SIAM Journal on Mathematical AnalysisTop-listed
Daniel Bartl, Samuel Drapeau, Ludovic Tangpi
Mathematical Finance OATop-listed