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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The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio.

Optimal holding period, Portfolio management, Real estate, Simulation

Non-destructive testing by supervised analysis of 3D ultrasound images.

Acoustic image, Acoustic measurement, Approximation saline, Crack, Defect detection, Détection défaut, Essai non destructif, Essai ultrason, Fissure, Image acoustique, Image tridimensionnelle, Localisation, Localization, Markov process, Mesure acoustique, Non destructive test, Processus Markov, Signal processing, Simulation, Spline approximation, Traitement signal, Transformation ondelette, Tridimensional image, Ultrasonic control, Wavelet transformation

National Soft Landing CO2 trajectories under global carbon budgets.

Climate policy, National emission reduction, REDEM, Simulation

Fees, performance and risk of Islamic and conventional investment funds: a theoretical and empirical approach.

Agency problems, Aversion au risque, Fonds Islamiques, Frais de gestion, Islamic funds, Management fees, Performance, Problèmes d’agence, Risk aversion, Risque systématique, Simulation, Systematic risk, Volatility, Volatilité

Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods.

Convergence forte, Convergence stable en loi, Multilevel Monte Carlo methods, Méthodes de Monte Carlo multi-Pas, Ninomiya-Victoir scheme, Schéma de Ninomiya-Victoir, Simulation, Stable convergence in law, Strong convergence

Recursive approximation of the stationary regime of a stochastic differential equation with jumps.

Algorithme stochastique, Pricing d'options, Probalité invariante, Processus de Lévy, Schéma d'Euler, Simulation, Tcl p. S., Valeurs extrêmes

A Simulation Framework for the Evaluation of Production Planning and Order Management Strategies in the Sawmilling Industry.

Lumber, Order management, Production planning strategies, Simulation

ATP vs CTP policies in co-production context: the winner is not always the expected one.

Co-production, Divergent process, Order promising, Simulation

Ninomiya-Victoir scheme : strong convergence, asymptotics for the normalized error and multilevel Monte Carlo methods.

Convergence forte, Convergence stable en loi, Multilevel Monte Carlo methods, Méthodes de Monte Carlo multi-Pas, Ninomiya-Victoir scheme, Schéma de Ninomiya-Victoir, Simulation, Stable convergence in law, Strong convergence

mixedsde: A Package to Fit Mixed Stochastic Differential Equations.

Bayesian method, Data analysis, Nonparametric estimation, Parametric estimation, R, Simulation

Modelling the number of avoidable new cancer cases in France attributable to alcohol consumption by following official recommendations: a simulation study.

Alcohol, France, attributable fraction, cancer, incidence, simulation

The likely effects of employer-mandated complementary health insurance on health coverage in France.

Complementary health insurance, Inequality, National Interprofessional Agreement, Simulation