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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Volatility regressions with fat tails.

Autoregression, Fat tails, Random limits, Volatility

Leveraging implementation science to reduce inequities in Children’s mental health care: highlights from a multidisciplinary international colloquium.

Child, Equity, Implementation science, International, Mental health

Industry 4.0: Current Issues and Future Challenges.

 

Contact rate epidemic control of COVID-19: an equilibrium view.

COVID-19, Epidemic control, Mean Field Games, SARS-CoV-2, SIR model

Fiscal Federalism in a Monetary Union: The No-Cooperation Pitfall.

 

Competition law and economics of big data : a new competition rulebook.

Big Data, Competition economics, Competition law, Data economics, Digital economy, Droit de la concurrence, Economics of privacy, Fusion, Gafam, Merger, Online platforms, Plateformes en ligne, Regulation, Régulation, Économie de la concurrence, Économie de la vie privée, Économie des données, Économie numérique

A quasi-sure optional decomposition and super-hedging result on the Skorokhod space.

 

The minimum wage in Europe and the United States: different experiences and a certain return to grace?

 

Individual preferences, retirement, health prevention and dependency: microeconometric applications.

Dépendance, Economics of aging, Health, Long-term care, Prevention, Prévention, Retirement, Retraite, Santé, Économie du vieillissement

Sparse and low-rank multivariate Hawkes processes.

Data-driven concentration, Hawkes processes, Low-Rank, Random matrices, Sparsity

Foresight of energy transitions. Between economic modeling and strategic scenario analysis.

Energie, Modèle économétrique, Prospective, Stratégie, Transition écologique

Option valuation and hedging using an asymmetric risk function: asymptotic optimality through fully nonlinear partial differential equations.

Asymmetric risk, Fully nonlinear parabolic PDE, Hedging, Regression Monte Carlo