Géraldine Bouveret

Publication Activity (10 Years)

Years Active: 2016-2020
Publications (10 Years): 4

Top Topics

Solving Nonlinear

Optimal Stopping

Top Venues

J. Optim. Theory Appl.

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Géraldine Bouveret, Athena Picarelli
A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. J. Optim. Theory Appl. 186 (3) (2020)
Géraldine Bouveret, Antoine Mandel
Prophylaxis of Epidemic Spreading with Transient Dynamics. CoRR (2020)
Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov
Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. SIAM J. Control. Optim. 58 (4) (2020)
Bruno Bouchard, Géraldine Bouveret, Jean-François Chassagneux
A Backward Dual Representation for the Quantile Hedging of Bermudan Options. SIAM J. Financial Math. 7 (1) (2016)