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).
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games.
Backward stochastic differential equations BSDE with constrained jumps, Controller-and-stopper game, Hamilton-Jacobi-Bellman Isaacs equation, Reflected BSDE, Regime-switching jump-diffusion
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games.
Backward stochastic differential equations BSDE with constrained jumps, Controller-and-stopper game, Hamilton-Jacobi-Bellman Isaacs equation, Reflected BSDE, Regime-switching jump-diffusion