Géraldine Bouveret

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Social interactions and the prophylaxis of SI epidemics on networks Journal of Mathematical Economics	2021-03-11	Paper
Mean-field games of optimal stopping: a relaxed solution approach SIAM Journal on Control and Optimization	2020-11-03	Paper
A level-set approach for stochastic optimal control problems under controlled-loss constraints Journal of Optimization Theory and Applications	2020-09-10	Paper
A level-set approach for stochastic optimal control problems under controlled-loss constraints Journal of Optimization Theory and Applications	2020-09-10	Paper
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints Applied Mathematical Finance	2019-11-04	Paper
Erratum to: ``A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options Applied Mathematics and Optimization	2018-12-10	Paper
A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options Applied Mathematics and Optimization	2018-12-10	Paper
Portfolio optimization under a quantile hedging constraint International Journal of Theoretical and Applied Finance	2018-11-23	Paper
A backward dual representation for the quantile hedging of Bermudan options SIAM Journal on Financial Mathematics	2016-05-20	Paper

Research outcomes over time

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