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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Financial markets with infinite assets, quadratic hedging and insider trading.

Artificial extension, Black-scholes with jumps, Extremality, Fundamental theorems of asset pricing, Insider trading, Local risk minimization, Market completeness, Mean-variance hedging, N-dimensional distributions

Informed trading in the WTI oil futures market.

Insider trading, Intraday data, Inventory release, WTI crude oil futures

Informed Trading in Oil-Futures Market.

Insider Trading, Insider trading, Intraday Data, Intraday data, Inventory Release, Inventory release, WTI Crude Oil Futures, WTI crude oil futures

Informed Trading in the WTI Oil Futures Market.

Insider trading, Intraday data, Inventory release, WTI crude oil futures

How Does Asymmetric Information Create Market Incompleteness?

Asymmetric information, Complete market ·, Incomplete market, Information, Insider trading, Martin-gales, Option pricing

How Does Asymmetric Information Create Market Incompleteness?

Asymmetric information, Complete market ·, Incomplete market, Information, Insider trading, Martin-gales, Option pricing

Quadratic hedging in an incomplete market derived by an influential informed investor.

Asymmetric information, Clark-Ocone formula, Enlargement of filtration, FBSDE, Influent investor, Insider trading, Martingale representation, Quadratic hedging, Risk minimization

EDSR and EDSPR with filtration magnification, information asymmetry and hedging problems in financial markets.

Asymmetrical information, Asymétrie d'information, BSDE, Complete market, Couverture d'actifs financiers, Délit d'initié, EDSPR, EDSR, Enlargement of filtration, FBSDE, Grossissement de filtration, Hedging of contingent claims, Incomplete market, Insider trading, Marché complet, Marché incomplet, Martingale Representation Theorem, Mesure martingale minimale, Minimal martingale measure, Probabilité neutre au risque, Risk-neutral probability, Théorème de représentation de martingales

Insider trading in France: regulatory framework, actors, investment behavior and measurement of undue profits.

Efficience des marchés, Enforcement, Event studies, Information privilégiée, Insider trading, Manquements d’initiés, Market and information efficiency, Private information, Répression financière, Études d’événements