activity
20122026
most citedA Probabilistic approach to classical solutions of the master equation for large population equilibria

73 citations · 279 across the 29 of their papers we have counts for

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q-fin.RM2023

Propagation of a carbon price in a credit portfolio through macroeconomic factors

Géraldine Bouveret, Jean-François Chassagneux, Smail Ibbou +2

We study how the climate transition through a low-carbon economy, implemented by carbon pricing, propagates in a credit portfolio and precisely describe how carbon price dynamics a…