Concepedia

Ludovic Tangpi

LT

9

Publications

224

Citations

9

H-Index

2016

Active since

Affiliations

University of Vienna(Current)

University of Konstanz

Princeton University

Ludovic Tangpi is an author at University of Vienna specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingPortfolio OptimizationMathematical ProgrammingArtsGamesEntropyPhysics

Publications per year

2016–2025

9

Publications

9

Duality Formulas for Robust Pricing and Hedging in Discrete Time

Patrick Cheridito, Michael Kupper, Ludovic Tangpi · SIAM Journal on Financial Mathematics · 2017 · 60 citations

Mathematical Programming, Convex Functionals, Option Pricing +15

Convergence of Large Population Games to Mean Field Games with Interaction Through the Controls

Mathieu Laurière, Ludovic Tangpi · SIAM Journal on Mathematical Analysis · 2022 · 46 citations

Mean Field Games, Game Theory, Stochastic Analysis +17

Multidimensional Markovian FBSDEs with super-quadratic growth

Michael Kupper, Peng Luo, Ludovic Tangpi · Stochastic Processes and their Applications · 2018 · 25 citations

Multidimensional Markovian Fbsdes, Physics, Natural Sciences +3

The Amazing Power of Dimensional Analysis: Quantifying Market Impact

Mathias Pohl, Alexander Ristig, Walter Schachermayer et al. · Market Microstructure and Liquidity · 2017 · 21 citations

Market Microstructure, Empirical Finance, Economics +10

Solvability of coupled FBSDEs with diagonally quadratic generators

Peng Luo, Ludovic Tangpi · Stochastics and Dynamics · 2016 · 19 citations

Nonlinear Wave Propagation, Topological Soliton, Subquadratic Part +6

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