William Lefebvre

William Lefebvre

Université Paris Cité - Paris / France
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5281015
Paris City University
person_outline William Lefebvre's MOST POPULAR ARTICLES
1-) Mean-variance portfolio selection with tracking error penalizationW Lefebvre, G Loeper, H PhamMathematics 8 (11), 1915, 2020152020
2-) Linear-quadratic stochastic delayed control and deep learning resolutionW Lefebvre, E MillerJournal of Optimization Theory and Applications 191 (1), 134-168, 2021102021
3-) Beyond carry and momentum in government bondsJ Gava, W Lefebvre, J TurcThe Journal of Fixed Income 29 (4), 48-74, 2020102020
4-) Differential learning methods for solving fully nonlinear PDEsW Lefebvre, G Loeper, H PhamDigital Finance 5 (1), 183-229, 202392023
5-) Stochastic control methods applied to portfolio construction, control with delay and PDE solvingW LefebvreUniversité Paris Cité, 20222022