Institut Louis Bachelier
Markov switching GARCH models for Bayesian hedging on energy futures markets
2017 · Monica Billio, Roberto Casarin, et al. · Energy Economics
Mean-field games with a major player
2018 · Jean‐Michel Lasry, Pierre‐Louis Lions · Comptes Rendus Mathématique
Emissions trading with transaction costs
2021 · Marc Baudry, Anouk Faure, et al. · Journal of Environmental Economics and Management