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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Backward stochastic differential equations and applications : optimal switching, stochastic games, partial differential equations and mean-field.

Backward Stochastic Differential Equations, DRBSDEs with doubly interconnected obstacles, EDPs, EDSR réfléchie à deux obstacles interconnectés, Equations Différentielles Stochastique Rétrogrades, Fixed point method, Jeux stochastiques de somme Nonee, Méthode de point-fixe, Méthode de pénalisation, PDEs, Penalization method, Stochastic optimal switching, Switching optimal stochastique, Zero-sum stochastic games

Machine Learning for Networking.

 

The “Eye of the Hurricane” Paradox: An Unexpected and Unequal Rise of Well-Being During the Covid-19 Lockdown in France.

Covid-19, Health, Inequality, Lockdown, Social inequality, Stress, Well-being

Identification of the regulation of economic activities.

Droit public des affaires, Régulation des activités économiques

The political economy of technical market access: the case of TAFTA.

Commerce international, Deep integration, Global governance, Gouvernance globale, International trade, Intégration profonde, TAFTA, TTIP

Generalized BSDE with jumps and stochastic quadratic growth.

Doubly reflected BSDE with jumps, Exponential stochastic quadratic growth, Unbounded terminal condition

Five lessons to learn from the first containment.

Lien social, Psychologie, Santé, Société

Three essays in monetary and financial economics.

Adverse selection, Credit cycle, Cycle du crédit, Financial derivatives, Optimal monetary policy, Politique monétaire optimale, Produits financiers dérivés, Sélection adverse

Duality and approximation of stochastic optimal control problems under expectation constraints.

Convex duality, Numerical approximation, Stochastic optimal control

Asymptotic statistics of some time series with memory.

Autoregressive model, Bruit gaussien fractionnaire, Fractional Gaussian noise, Local asymptotic normality, Long memory process, Modèle autorégressif, Modélisation chronologique, Normalité locale asymptotique, Processus longue mémoire, Time series analysis

What can we Learn from the Free Destination Option in the LNG Imbroglio ?

Destination flexibility option, LNG arbitrage, Monte Carlo simulation, TVAR, Volatility

The instruments of economic regulation.

Droit public des affaires, Instruments de la régulation économique