Projects per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Hasan Fallahgoul
- School of Mathematics - Senior Lecturer
- Centre for Quantitative Finance and Investment Strategies
- Monash Data Futures Institute
Person: Academic, Research
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Integrating energy storage into the NEM: Bidding, clearing, settlement, dispatch and ancillary markets
Roger, G., Rieger, J., Guo, I., Goeree, J., Karaduman, O. & Pandey, S.
2/03/22 → 30/03/24
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z., Guo, I., Hamza, K., Klebaner, F., Lee, G., Dong, W., Langrené, N. & Knight, K.
1/07/20 → 30/06/23
Project: Research
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Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C., Mishra, M., Loeper, G. & Guo, I.
25/06/19 → 24/06/21
Project: Research
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A ℂ0,1-functional Itô’s formula and its applications in mathematical finance
Bouchard, B., Loeper, G. & Tan, X., Jun 2022, In: Stochastic Processes and their Applications. 148, p. 299-323 25 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Calibration of local-stochastic volatility models by optimal transport
Guo, I., Loeper, G. & Wang, S., Jan 2022, In: Mathematical Finance. 32, 1, p. 46-77 32 p.Research output: Contribution to journal › Article › Research › peer-review
5 Citations (Scopus) -
Robust utility maximization under model uncertainty via a penalization approach
Guo, I., Langrené, N., Loeper, G. & Ning, W., 2022, In: Mathematics and Financial Economics. 16, p. 51–88 38 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access4 Citations (Scopus)
Press/Media
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Alessio Figalli's Fields Medal and Optimal Transport
Gregoire Loeper
28/08/18
1 Media contribution
Press/Media: Expert Comment