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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Approximate hedging for nonlinear transaction costs on the volume of traded assets.

Delta hedging, Leland–Lott strategy, Malliavin calculus, Order book, Transaction costs

On a class of path-dependent singular stochastic control problems.

Constrained BSDEs, Path-dependent PDEs, Regularity, Singular control, Transaction costs, Viscosity solutions

Liquidity and Risk Sharing Benefits from Opening an ETF Market with Liquidity Providers: Evidence from the CAC 40 Index.

Exchange-traded fund ETF, Index trading, Liquidity, Risk sharing, Transaction costs

Liquidity and risk sharing benefits from opening an ETF market with liquidity providers: Evidence from the CAC 40 index.

Exchange-traded fund ETF, Index trading, Liquidity, Risk sharing, Transaction costs

Utility maximization with proportional transaction costs under model uncertainty.

Convex duality, Model uncertainty, Randomization method, Transaction costs, Utility indifference pricing, Utility maximization

Utility Maximization with Proportional Transaction Costs Under Model Uncertainty.

Convex duality, Model uncertainty, Randomization method, Transaction costs, Utility indifference pricing, Utility maximization

Determinants of the joint venture decision: an analysis applied to the case of international direct investment in Thailand and the Philippines.

Asset complementarity, Complémentarité, Compétences, Coûts de transaction, Foreign direct investment, Incentives, Incitations, Industrial policies, Investissement international, Joint-Venture, Joint-venture, Philippines, Politique industrielle, Property rights, Risk, Risque, Thailand, Thaïlande, Transaction costs