The main themes of the "Mathematics of Economics and Finance" group are: mathematical finance, mathematical economics, game theory, mean-field games, Stochastic Partial Differential Equations, Backward Stochastic Differential Equations, optimal control, probabilistic numerical methods and actuarial science.

• More details on research topics
• Scientific output
• Research topics

The list below shows the main contributors to each research topics.

 

Mathematical Finance

• Imen Ben Tahar
• Philippe Bergault
• Bruno Bouchard
• Pierre Brugière
• Julien Claisse
• Ivar Ekeland
• Paul Gassiat
• Marc Hoffmann
• Emmanuel Lépinette
• Gabriel Turinici

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Mathematical Economics

• Guillaume Carlier
• Rose-Anne Dana
• Ivar Ekeland
• Elyès Jouini

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Game theory

• Miquel Oliu Barton
• Guillaume Vigeral
• Yannick Viossat
• Bruno Ziliotto

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Mean-field games

• Imen Ben Tahar
• Pierre Cardaliaguet
• Guillaume Carlier
• Jean-Michel Lasry
• Pierre-Louis Lions
• Zhenjie Ren
• Gabriel Turicini

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SPDE EDPS, RSPDE and optimal control

• Bruno Bouchard
• Paul Gassiat
• Zhenjie Ren
• Yannick Viossat

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Probabilistic numerical methods

• Bruno Bouchard
• Julien Claisse
• Yating Liu

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Actuarial science

• Quentin Guibert

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