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Géraldine Bouveret

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Journal Articles

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2020
[j3]
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  - journals/jota/BouveretP20
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Géraldine Bouveret, Athena Picarelli:
A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. J. Optim. Theory Appl. 186(3): 779-805 (2020)
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Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov:
Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. SIAM J. Control. Optim. 58(4): 1795-1821 (2020)
2016
[j1]
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  - journals/siamfm/BouchardBC16
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Bruno Bouchard, Géraldine Bouveret, Jean-François Chassagneux:
A Backward Dual Representation for the Quantile Hedging of Bermudan Options. SIAM J. Financial Math. 7(1): 215-235 (2016)

Informal and Other Publications

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2020
[i1]
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  - journals/corr/abs-2007-07580
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Géraldine Bouveret, Antoine Mandel:
Prophylaxis of Epidemic Spreading with Transient Dynamics. CoRR abs/2007.07580 (2020)

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