A Backward Dual Representation for the Quantile Hedging of Bermudan Options. - Bruno Bouchard 002; Géraldine Bouveret; Jean-François Chassagneux (SIAM J. Financial Math., 2016)

Prophylaxis of Epidemic Spreading with Transient Dynamics. - Géraldine Bouveret; Antoine Mandel (CoRR, 2020)

A Level-Set Approach for Stochastic Optimal Control Problems Under Controlled-Loss Constraints. - Géraldine Bouveret; Athena Picarelli (J. Optim. Theory Appl., 2020)

Mean-Field Games of Optimal Stopping: A Relaxed Solution Approach. - Géraldine Bouveret; Roxana Dumitrescu; Peter Tankov (SIAM J. Control. Optim., 2020)

Propagation of a Carbon Price in a Credit Portfolio through Macroeconomic Factors. - Géraldine Bouveret; Jean-François Chassagneux; Smail Ibbou; Antoine Jacquier; Lionel Sopgoui (SIAM J. Financial Math., 2025)