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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Quantitative Finance under rough volatility.

Equations stochastiques de Volterra, Hawkes process, Heston model, Limiting theorems, Make-take fees, Market microstructure, Microstructure des marchés, Modèle de Heston, Principal-agent problem, Problème de principal-agent, Processus de Hawkes, Rough volatility, Théorèmes limites, Volatilité rugueuse, Volterra Equation

Quantitative Finance under rough volatility.

Equations stochastiques de Volterra, Hawkes process, Heston model, Limiting theorems, Make-take fees, Market microstructure, Microstructure des marchés, Modèle de Heston, Principal-agent problem, Problème de principal-agent, Processus de Hawkes, Rough volatility, Théorèmes limites, Volatilité rugueuse, Volterra Equation

Quantitative finance at the microstructure scale : algorithmic trading and regulation.

Make-Take fees, Market microstructure, Market-Making, Microstructure des marchés, Optimal trading, Options trading, Regulation, Régulation, Trading d'options, Trading optimal

Optimal make–take fees for market making regulation.

Financial regulation, High-frequency trading, Make-take fees, Market making, Principal-agent problem, Stochastic control

Optimal Make-Take Fees for Market Making Regulation.

Financial regulation, High-frequency trading, Make-take fees, Market making, Principal-agent problem, Stochastic control

Optimal make-take fees for market making regulation.

Financial regulation, High-frequency trading, Make-take fees, Market making, Principal-agent problem, Stochastic control

Quantitative finance at the microstructure scale : algorithmic trading and regulation.

Make-Take fees, Market microstructure, Market-Making, Microstructure des marchés, Optimal trading, Options trading, Regulation, Régulation, Trading d'options, Trading optimal