Applications of Malliavin calculus to Monte Carlo methods in finance. - Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions; Nizar Touzi (Finance Stochastics, 1999)

Applications of Malliavin calculus to Monte-Carlo methods in finance. II. - Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions (Finance Stochastics, 2001)

Long time average of mean field games. - Pierre Cardaliaguet; Jean-Michel Lasry; Pierre-Louis Lions; Alessio Porretta (Networks Heterog. Media, 2012)

Long Time Average of Mean Field Games with a Nonlocal Coupling. - Pierre Cardaliaguet; Jean-Michel Lasry; Pierre-Louis Lions; Alessio Porretta (SIAM J. Control. Optim., 2013)

Transmit Strategies for Massive Machine-Type Communications based on Mean Field Games. - Charles Bertucci; Spyridon Vassilaras; Jean-Michel Lasry; Georgios S. Paschos; Mérouane Debbah; Pierre-Louis Lions (ISWCS, 2018)

A Mean Field Game Approach to Bitcoin Mining. - Charles Bertucci; Louis Bertucci; Jean-Michel Lasry; Pierre-Louis Lions (SIAM J. Financial Math., 2024)