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).


Reset

Multilevel Monte Carlo methods and lower–upper bounds in initial margin computations.

 

Epidemic Models for Personalised COVID-19 Isolation and Exit Policies Using Clinical Risk Predictions.

 

Financial literacy and French behaviour on the stock market.

Financial literacy, Household finance, Stock ownership

Deep Local Volatility.

 

Regulatory arbitrage and the efficiency of banking regulation.

 

Early retirement and household financial savings.

 

Environmental and health co-benefits of public action: it's (also) the economy, stupid!

Action publique, Crise sanitaire, Pollution

Social inequalities in health: what are the issues from the perspective of theories of justice?

 

Mean Field Games and Applications: Numerical Aspects.

 

Some results on the McKean–Vlasov optimal control and mean field games : Limit theorems, dynamic programming principle and numerical approximations.

Approximations numériques, Jeux à champ moyen, McKean--Vlasov equations, Mean field game, Nash equilibria, Neural networks, Numerical approximation, Pareto equilibria, Problème de contrôle stochastique, Réseaux de neurones, Stochastic control problem, Stochastic differential equation, Équation différentielle stochastique, Équations de McKean--Vlasov, Équilibres de Nash, Équilibres de Pareto

Origin of scattering defect observed in large diameter Ti:Al2O3 crystals grown by the Kyropoulos technique.

Computer simulation, Kyropoulos method, Line defects, Sapphire, Solid state lasers, Stresses, X-ray topography

A theory of reverse retirement.