Géraldine Bouveret

Erratum to: A Comparison Principle for PDEs Arising in Approximate Hedging Problems: Application to Bermudan Options

Géraldine Bouveret, J. Chassagneux, 2015, 1512.09189.

Optimal Control under Controlled-Loss Constraints via Reachability Approach and Compactification

A. Picarelli, Géraldine Bouveret, 2018, 1810.04267.

Technological Change in Water Use: A Mean-Field Game Approach to Optimal Investment Timing

P. Tankov, Roxana Dumitrescu, Géraldine Bouveret, 2020, SSRN Electronic Journal.

Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach

Peter Tankov, Roxana Dumitrescu, G'eraldine Bouveret, 2018, SIAM J. Control. Optim..

Operations Research Perspectives

Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov, 2022 .

A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints

A. Picarelli, Géraldine Bouveret, 2020, Journal of Optimization Theory and Applications.

PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT

Géraldine Bouveret, 2018, International Journal of Theoretical and Applied Finance.