Mathematics of Economics and Finance

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.

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

Mathematical Economics

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

Game theory

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

Mean-field games

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

SPDE EDPS, RSPDE and optimal control

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

Probabilistic numerical methods

  • Bruno Bouchard
  • Julien Claisse
  • Yating Liu

Actuarial science

  • Quentin Guibert