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).


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Unsteady Wave Drag on a Disturbance Moving Along an Arbitrary Trajectory.

 

Social participation and representations of stroke in post-stroke patients.

Accident Vasculaire Cérébral, Illness beliefs, Mixed methods, Méthodes mixtes, Participation sociale, Représentations individuelles, Social participation, Stroke, Stroke experience, Vécu de l’AVC

Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models.

Correlation matrices, Mean-variance portfolio theory, Multi- dimensional Volterra process, Non-Markovian Heston, Riccati equations, Rough volatility, Stein-Stein and Wishart models

Biodiversity in wine territories.

Biodiversité, Cépage, Diversité végétale, Marché du vin, Nouvelle Aquitaine, Viticulture

Statistical deconvolution of the free Fokker-Planck equation at fixed time.

Dyson Brownian motion, Fourier transform, Free deconvolution, Inverse problem, Kernel estimation, Mean integrated square error, PDE with random initial condition

A note on regulatory responses to COVID-19 pandemic: Balancing banks' solvency and contribution to recovery.

COVID-19, Capital buffers, G-SIBs, Non-performing loans, Solvency

Comparative statics of the optimal dynamic incentive contract.

 

Life after lockdown: Getting back on track or charting a new course?

Covid-19, France, Lockdown, Well-being

Entrepreneurial alertness in eustress complex environments: An experimental approach of the exploitation/exploration dilemma.

Alertness, Eustress, Experiment, Exploitation, Exploration

Second order monotone finite differences discretization of linear anisotropic differential operators.

 

Handbook of Parliamentary Studies. Interdisciplinary Approaches to Legislatures.

 

Social participation and representations of stroke in post-stroke patients.

Accident Vasculaire Cérébral, Illness beliefs, Mixed methods, Méthodes mixtes, Participation sociale, Représentations individuelles, Social participation, Stroke, Stroke experience, Vécu de l’AVC