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).
Optimality of the Financial Decision and the Theory of American and Exotic Options.
Abandonment option, American option, Bornes d’exercice multiple, Early exercise premium, Equation intégrale, Expansion option, Hedging parameters, Integral equation, Investissement en univers incertain, Investment under uncertainty, Multiple exercise boundaries, Net present value, Occupation time, Option Américaine, Option Step, Option d’abandon, Option d’expansion, Option réelle, Paramètres de gestion, Prime d’exercice anticipé, Quadrature, Real option, Step options, Strangles, Temps d’occupation, Valeur actuelle nette
Phase-type aging modeling for health dependent costs.
Cost of bad health, Cost-effectiveness of a new treat-ment, Health dependent costs, Markov reward model, Net present value, Phase-type aging process
Phase-type aging modeling for health dependent costs.
Cost of bad health, Cost-effectiveness of a new treat-ment, Health dependent costs, Markov reward model, Net present value, Phase-type aging process