Grégoire Loeper

1.6k total citations
47 papers, 796 citations indexed

About

Grégoire Loeper is a scholar working on Finance, Applied Mathematics and Economics and Econometrics. According to data from OpenAlex, Grégoire Loeper has authored 47 papers receiving a total of 796 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 16 papers in Applied Mathematics and 14 papers in Economics and Econometrics. Recurrent topics in Grégoire Loeper's work include Stochastic processes and financial applications (25 papers), Financial Risk and Volatility Modeling (15 papers) and Geometric Analysis and Curvature Flows (13 papers). Grégoire Loeper is often cited by papers focused on Stochastic processes and financial applications (25 papers), Financial Risk and Volatility Modeling (15 papers) and Geometric Analysis and Curvature Flows (13 papers). Grégoire Loeper collaborates with scholars based in France, Australia and United States. Grégoire Loeper's co-authors include Francesca Rapetti, Yann Brenier, Cédric Villani, Alessio Figalli, Andreĭ Sobolevskiĭ, Roya Mohayaee, M. Hénon, S. Matarrese, U. Frisch and Bruno Bouchard and has published in prestigious journals such as Monthly Notices of the Royal Astronomical Society, Archive for Rational Mechanics and Analysis and SIAM Journal on Control and Optimization.

In The Last Decade

Grégoire Loeper

42 papers receiving 724 citations

Peers

Grégoire Loeper

AM

GT

FINAN

MP

AA

Elton P. Hsu United States

Zhongmin Qian United Kingdom

Yves Le Jan France

K. D. Elworthy United Kingdom

Hung V. Tran United States

Ana Bela Cruzeiro Portugal

Jian Song United States

Rémi Rhodes France

Peter Laurence United States

Rémi Léandre France

Elton P. Hsu United States

Grégoire Loeper

385 ×0.8

AM

135 ×0.6

GT

217 ×1.4

FINAN

244 ×2.4

MP

56 ×0.6

AA

Citations per year, relative to Grégoire Loeper Grégoire Loeper (= 1×) peers Elton P. Hsu

Countries citing papers authored by Grégoire Loeper

Since Specialization

Citations

This map shows the geographic impact of Grégoire Loeper's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Grégoire Loeper with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Grégoire Loeper more than expected).

Fields of papers citing papers by Grégoire Loeper

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Grégoire Loeper. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Grégoire Loeper. The network helps show where Grégoire Loeper may publish in the future.

Co-authorship network of co-authors of Grégoire Loeper

This figure shows the co-authorship network connecting the top 25 collaborators of Grégoire Loeper. A scholar is included among the top collaborators of Grégoire Loeper based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Grégoire Loeper. Grégoire Loeper is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Loeper, Grégoire, et al.. (2025). Geometric martingale Benamou–Brenier transport and geometric Bass martingales. Proceedings of the American Mathematical Society.

2.

Loeper, Grégoire & Neil S. Trudinger. (2025). On the convexity theory of generating functions. Advanced Nonlinear Studies. 25(1). 1–10.

3.

Fabozzi, Frank J., et al.. (2024). Asymptotic Properties of ReLU FFN Sieve Estimators. Studies in Nonlinear Dynamics and Econometrics. 29(6). 727–752.

4.

Lefebvre, William, Grégoire Loeper, & Huyên Pham. (2023). Differential learning methods for solving fully nonlinear PDEs. RePEc: Research Papers in Economics. 5(1). 183–229. 7 indexed citations

5.

Loeper, Grégoire, et al.. (2022). Joint modelling and calibration of SPX and VIX by optimal transport. Oxford University Research Archive (ORA) (University of Oxford). 1 indexed citations

6.

Loeper, Grégoire, et al.. (2020). The Volatility Risk Premium: An Empirical Study on the S&P 500 Index. SSRN Electronic Journal. 2 indexed citations

7.

Langrené, Nicolas, et al.. (2019). Robust utility maximization under model uncertainty via a penalization approach. arXiv (Cornell University). 1 indexed citations

8.

Loeper, Grégoire, et al.. (2019). Modelling tail risk with tempered stable distributions: an overview. Annals of Operations Research. 299(1-2). 1253–1280. 21 indexed citations

9.

Loeper, Grégoire, et al.. (2019). Towards Explaining the ReLU Feed-Forward Network. SSRN Electronic Journal. 2 indexed citations

10.

Loeper, Grégoire, et al.. (2015). Performance Analysis of the Optimal Strategy Under Partial Information. SSRN Electronic Journal. 1 indexed citations

11.

Loeper, Grégoire & Cédric Villani. (2010). Regularity of optimal transport in curved geometry: The nonfocal case. Duke Mathematical Journal. 151(3). 40 indexed citations

12.

Loeper, Grégoire. (2010). Regularity of Optimal Maps on the Sphere: the Quadratic Cost and the Reflector Antenna. Archive for Rational Mechanics and Analysis. 199(1). 269–289. 45 indexed citations

13.

Loeper, Grégoire & Olivier Pironneau. (2009). A mixed PDE/Monte-Carlo method for stochastic volatility models. Comptes Rendus Mathématique. 347(9-10). 559–563. 11 indexed citations

14.

Loeper, Grégoire. (2009). On the regularity of solutions of optimal transportation problems. Acta Mathematica. 202(2). 241–283. 125 indexed citations

15.

Loeper, Grégoire. (2006). Uniqueness of the solution to the Vlasov–Poisson system with bounded density. Journal de Mathématiques Pures et Appliquées. 86(1). 68–79. 107 indexed citations

16.

Loeper, Grégoire. (2005). Continuity of maps solutions of optimal transportation problems. arXiv (Cornell University). 4 indexed citations

17.

Loeper, Grégoire & Francesca Rapetti. (2005). Numerical solution of the Monge–Ampère equation by a Newton's algorithm. Comptes Rendus Mathématique. 340(4). 319–324. 60 indexed citations

18.

Loeper, Grégoire. (2005). The Reconstruction Problem for the Euler-Poisson System in Cosmology. Archive for Rational Mechanics and Analysis. 179(2). 153–216. 15 indexed citations

19.

Loeper, Grégoire & Alexis Vasseur. (2004). Electric turbulence in a plasma subject to a strong magnetic field. Asymptotic Analysis. 40(1). 51–65. 1 indexed citations

20.

Loeper, Grégoire. (2004). On the regularity of the polar factorization for time dependent maps. Calculus of Variations and Partial Differential Equations. 22(3). 343–374. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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