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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Jacobi Stochastic Volatility factor for the Libor Market Model.

Displaced Diffusion, Gram-Charlier ex- pansions, Jacobi dynamics, LIBOR Market Model, Polynomial processes, Stochastic Volatility

Switching costs in competitive health insurance markets: The role of insurers' pricing strategies.

Swiss health care systems, bundling, consumer inertia, low-price supplementary product, managed competition, pricing, supplementary insurance, switching costs

How will the teleworkers organize themselves to ensure the social function that the company cafeteria used to play?

 

Degradation dynamics and processes associated with the accumulation of Laminaria hyperborea (Phaeophyceae) kelp fragments: an in situ experimental approach.

Bacteria, Composition, Kelp, Macroalgae, Metabolism, Organic Matter, Phaeophyceae Degradation, bacteria, composition, degradation, detritus, metabolism, organic matter

Collective environmental agreements : an analysis of the problems of free-riding and collusion.

Environnement espace et société

ESG Investing: How to Optimize Impact?

ESG, Green Finance, Impact Investing, Socially Responsible Investing, Sustainable Finance

Having it all, for all: Child-care subsidies and income distribution reconciled.

Child care and women’s career choices, Child care subsidies, Redistribution, Social norms

Regional migration and wage inequality in the West African economic and monetary union.

Gini index, Migration Interquartile ratio West Africa, Wage inequality

Bounding Basis-Risk Using s-convex Orders on Beta-unimodal Distributions.

 

Statistical limits of supervised quantum learning.

 

The state of economics, the state of the world.

 

“Honor thy father and thy mother” or not: uncertain family aid and the design of social long term care insurance.