Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Spatial risk measure for Gaussian processes.
Gaussian processes, Risk measures, Spatial dependence
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes.
BSDEs, Decoupled mild solutions, Gaussian processes, Path-dependent PDEs, Volterra processes