Ludovic Moreau

Identifiers

• name variant Ludovic Moreau 0.60 · backfill

Papers (5)

1. On a class of path-dependent singular stochastic control problems math.OC · 2017 · author #2
2. Regularity of BSDEs with a convex constraint on the gains-process math.PR · 2014 · author #4
3. Trading with Small Price Impact q-fin.PM · 2014 · author #1
4. Hedging under an expected loss constraint with small transaction costs q-fin.PM · 2013 · author #3
5. Stochastic target games with controlled loss math.OC · 2012 · author #2

Mentions

• 1409.5369 #4 · backfill · confidence 0.70 Ludovic Moreau
• 1402.5304 #1 · backfill · confidence 0.70 Ludovic Moreau
• 1309.4916 #3 · backfill · confidence 0.70 Ludovic Moreau
• 1206.6325 #2 · backfill · confidence 0.70 Ludovic Moreau

Frequent Coauthors

• Bruno Bouchard (CEREMADE 2 shared papers
• CREST) 2 shared papers
• Bruno Bouchard 1 shared papers
• Dylan Possama\"i 1 shared papers
• H. Mete Soner 1 shared papers
• Johannes Muhle-Karbe 1 shared papers
• Marcel Nutz 1 shared papers
• Mete H. Soner 1 shared papers
• Romuald Elie 1 shared papers
• Romuald Elie (LAMA) 1 shared papers