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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SDEs with uniform distributions: Peacocks, conic martingales and mean reverting uniform diffusions.

60J60 Department of Mathematics, AMS classification codes 60H10, Conic Martin, Conic Martin-gales, Gales, Imperial College, Mathematical Finance and Stochastic Analysis groups, Maximum Entropy, Maximum Entropy Stochastic Correlation, Maximum Entropy Stochastic Recovery Rates, Mean Reverting Uniform Diffusion, Mean Reverting Uniform SDE, Peacock Process, Stochastic Recovery Rates, Ulation, Uniform Martingale Diffusions, Uniform SDE Sim, Uniform SDE Sim-ulation, Uniformly distributed Diffusion, Uniformly distributed Stochastic Differential Equation

SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions.

60J60 Department of Mathematics, AMS classification codes 60H10, Conic Martin, Gales, Imperial College, Mathematical Finance and Stochastic Analysis groups, Maximum Entropy, Maximum Entropy Stochastic Correlation, Mean Reverting Uniform Diffusion, Mean Reverting Uniform SDE, Peacock Process, Stochastic Recovery Rates, Ulation, Uniform Martingale Diffusions, Uniform SDE Sim, Uniformly distributed Diffusion, Uniformly distributed Stochastic Differential Equation

SDEs with uniform distributions: Peacocks, Conic martingales and mean reverting uniform diffusions.

Conic Martin-gales, Maximum Entropy Stochastic Correlation, Maximum Entropy Stochastic Recovery Rates, Mean Reverting Uniform Diffusion, Mean Reverting Uniform SDE, Peacock Process, Uniform Martingale Diffusions, Uniform SDE Sim-ulation, Uniformly distributed Diffusion, Uniformly distributed Stochastic Differential Equation