Géraldine Bouveret

According to our database, Géraldine Bouveret authored at least 4 papers between 2016 and 2020.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2020

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

Géraldine Bouveret, Roxana Dumitrescu, Peter Tankov

SIAM J. Control. Optim., 2020

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

Géraldine Bouveret, Athena Picarelli

J. Optim. Theory Appl., 2020

Prophylaxis of Epidemic Spreading with Transient Dynamics.

Géraldine Bouveret, Antoine Mandel

CoRR, 2020

2016

A Backward Dual Representation for the Quantile Hedging of Bermudan Options.

Bruno Bouchard, Géraldine Bouveret, Jean-François Chassagneux

SIAM J. Financial Math., 2016