William Lefebvre - Google Scholar

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	All	Since 2019
Citations	45	45
h-index	4	4
i10-index	2	2

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16

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202020212022202320241 7 15 16 6

Co-authors

Huyên PHAMProfessor, University Paris DiderotVerified email at math.univ-paris-diderot.fr
Gregoire LoeperBNP Paribas Global Markets, ParisVerified email at monash.edu
Enzo MillerUniversité Paris-DiderotVerified email at lpsm.paris

William Lefebvre

William Lefebvre

PhD student, Laboratoire de Probabilités, Statistique et Modélisation (LPSM), Université de Paris

Verified email at etu.u-paris.fr

Mathematical Finance Stochastic control Probabilities Finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Mean-variance portfolio selection with tracking error penalization W Lefebvre, G Loeper, H Pham Mathematics 8 (11), 1915, 2020	16	2020
Linear-quadratic stochastic delayed control and deep learning resolution W Lefebvre, E Miller Journal of Optimization Theory and Applications 191 (1), 134-168, 2021	13	2021
Differential learning methods for solving fully nonlinear PDEs W Lefebvre, G Loeper, H Pham Digital Finance 5 (1), 183-229, 2023	8	2023
Beyond carry and momentum in government bonds J Gava, W Lefebvre, J Turc The Journal of Fixed Income 29 (4), 48-74, 2020	8	2020
Stochastic control methods applied to portfolio construction, control with delay and PDE solving W Lefebvre Université Paris Cité, 2022		2022

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