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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Functional Co-monotony of Processes with Applications to Peacocks and Barrier Options.

Antithetic simulation method, Asian options, Co-monotony, Diffusion processes, Fractional Brownian motion, Liouville processes, Processes with independent increments, Sensitivity

Applications of the error theory using Dirichlet forms.

Biais, Bias, Bid-ask spread, Calcul d’erreur, Dirichlet form, Dirichlet, Formes de, EDP non-linéaires, Equations aux dérivées partielles, Equations différentielles stochastiques, Equations stochastiques aux dérivées partielles, Error calculus financial model, Financial model, Liquidity model, Modèles de liquidité, Modèles financières, Non-linear PDE, Opérateur carré du champ, Partial differential equation, Sensibilité, Sensitivity, Stochastic differential equation, Stochastic partial differential equation

Applications of the error theory using Dirichlet forms.

Biais, Bias, Bid-ask spread, Calcul d’erreur, Dirichlet, Dirichlet form, EDP non-linéaires, Equations aux dérivées partielles, Equations différentielles stochastiques, Equations stochastiques aux dérivées partielles, Error calculus financial model, Financial model, Formes de, Liquidity model, Modèles de liquidité, Modèles financières, Non-linear PDE, Opérateur carré du champ, Partial differential equation, Sensibilité, Sensitivity, Stochastic differential equation, Stochastic partial differential equation

e4clim 1.0: The Energy for a Climate Integrated Model: Description and Application to Italy.

Climate variability, Energy mix, Mean-variance, Renewable energy, Sensitivity

Urgently Needed for Policy Guidance: An Operational Tool for Monitoring the COVID-19 Pandemic.

Acceleration, COVID-19, Convexity, Data Dashboard, Detection of Infectious Diseases, Public Health Policy, Sensitivity

My Brain Reads Pain in Your Face, Before Knowing Your Gender.

Area under the receiver operating characteristic curve, Masked facial features, Pain facial expression, Reportability, Sensitivity, area under the receiver operating characteristic curve, pain facial expression, reportability, sensitivity