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).
Conic Martingales from Stochastic Integrals.
Bounded martingale, Diffusion process, Stochastic differential equation, Stochastic survival probability
Conic martingales from stochastic integrals.
Bounded martingale, Diffusion process, Stochastic differential equation, Stochastic survival probability