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).
The Sustainable Black-Scholes Equations.
Cost of capital KVA, Cost of funding FVA, Market incompleteness, Model risk, Optimal martingale transport, Volatility uncertainty
The Sustainable Black-Scholes Equations.
Cost of capital KVA, Cost of funding FVA, Market incompleteness, Model risk, Optimal martingale transport, Volatility uncertainty