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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Water sharing agreements sustainable to reduced flows.

Aral sea, Core, International river treaty, Self-enforcement, Stability, Water

Continuous-time Martingale Optimal Transport and Optimal Skorokhod Embedding.

Duality, Dualité, Martingale optimal transportation, Monotonicity principle, Optimal Skorokhod embedding, Plongement de Skorokhod optimal, Principe de monotonie, Solution de Vallois, Stability, Stabilité, Transport optimal martingale, Vallois' solution

Regularity of BSDEs with a convex constraint on the gains-process.

Backward stochastic differential equation with a constraint, Regularity, Stability

Matching: from Lloyd Shapley's models to Alvin Roth's market design.

Appariement, Conception de marché, Cooperative game, Jeu coopératif, Market design, Matching, Stability, Stabilité

Matching: from Lloyd Shapley's models to Alvin Roth's market design.

Appariement, Conception de marché, Cooperative game, Jeu coopératif, Market design, Matching, Stability, Stabilité

Liquidity Regulation and Bank Risk.

Banking, Liquidity regulation, Netherlands, Propensity score matching, Quasi-natural experiment, Risk, Stability

Risk in Islamic Banking.

Bank risk, Credit risk, Insolvency, Islamic banking, Islamic finance, Stability, Zscore

Competition in dual markets: Implications for banking system stability.

Competition, Dual banking, Islamic banks, Lerner index, Stability, Z-score

On the stability of the martingale optimal transport problem.

Convex order, Couplages martingale, Distance de Wasserstein, Finance robuste, Martingale Optimal Transport, Martingale couplings, Ordre convexe, Robust finance, Stability, Stabilité, Transport optimal martingale, Wasserstein distance

Stability and Localization of Deformation in Finitely Strained Solids and Structures : Static and High Strain Rate Dynamic Aspects.

Inertia, Inertie, Localisation de la déformation, Localization of deformation, Stability, Stabilité

Stability and Localization of Deformation in Finitely Strained Solids and Structures : Static and High Strain Rate Dynamic Aspects.

Inertia, Inertie, Localisation de la déformation, Localization of deformation, Stability, Stabilité

Statistical learning for wind power: A modeling and stability study towards forecasting.

Bagging, Data mining, Forecasting, Modeling, Random forests, Stability, Wind power