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Pierre Henry-Labordere

Identifiers

  • name variant Pierre Henry-Labordere 0.60 · backfill

Papers (12)

  1. Bridging Schr\"odinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control math.PR · 2026 · author #1
  2. (Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm math.OC · 2019 · author #1
  3. Monotone Martingale Transport Plans and Skorohod Embedding math.PR · 2017 · author #2
  4. Branching diffusion representation of semilinear PDEs and Monte Carlo approximation math.PR · 2016 · author #1
  5. Some Results on Skorokhod Embedding and Robust Hedging with Local Time math.PR · 2015 · author #3
  6. Unbiased simulation of stochastic differential equations math.PR · 2015 · author #1
  7. A numerical algorithm for a class of BSDEs via branching process math.NA · 2013 · author #1
  8. Solvable Local and Stochastic Volatility Models: Supersymmetric Methods in Option Pricing cond-mat.other · 2005 · author #1
  9. The Feedback Effect of Hedging in Portfolio Optimization cond-mat.other · 2004 · author #1
  10. Symmetries in M-theory: Monsters, Inc hep-th · 2003 · author #1
  11. Real Borcherds Superalgebras and M-theory hep-th · 2002 · author #1
  12. Borcherds symmetries in M-theory hep-th · 2002 · author #1

Mentions

  • 1603.01727 #1 · arxiv_oai · confidence 0.70 Pierre Henry-Labordere
  • 1504.06107 #1 · arxiv_oai · confidence 0.70 Pierre Henry-Labordere
  • 1302.4624 #1 · arxiv_oai · confidence 0.70 Pierre Henry-Labordere
  • 1504.06107 #1 · backfill · confidence 0.70 Pierre Henry-Labordere
  • 2603.27712 #1 · arxiv_oai · confidence 0.70 Pierre Henry-Labordere
  • 1302.4624 #1 · backfill · confidence 0.70 Pierre Henry-Labordere

Frequent Coauthors