Bouveret, Géraldine
- Mean-field games of optimal stopping: a relaxed solution approach
2018/12/14 by Bouveret, Géraldine, Dumitrescu, Roxana, Tankov, Peter · 4 citations
#FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Propagation of a carbon price in a credit portfolio through macroeconomic factors
2023/07/24 by Géraldine Bouveret, Bouveret, Géraldine, Jean-François Chassagneux +7 · 1 citation
Economics, Econometrics and Finance · #Climate Change Policy and Economics #Economic theories and models #FOS: Economics and business #General Economics (econ.GN) #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM)