Digital Finance

Chaire Finance Digitale Telecom Paris Tech, Louis Bachelier Institute, Université Paris 2, Cartes Bancaires CB, La Banque Postale
France FINTECH, ACPR Banque de France Autorité de contrôle prudentiel et de résolution (https://www.digit-finance.com)


General Equilibrium Cryptocurrency Pricing in an OLG Model (with Bertrand Crettez), Mathematical Social Sciences, 117, p.13-22, 2022 (lien)

Networks


Blockchain and cryptocurrencies technologies and network structures: applications, implications and beyond (link)

On the existence of pairwise stable weighted networks (with Philippe Bich), Mathematics of Operations Research, 2020 (link)


Optimization, Dynamic programming

Mémoire de DEA (1998) under the direction of Claude Lemaréchal at the Research Center of EDF-Clamart on Non-differentiable optimization: test of the disaggregated bundle method

On history-dependent optimization models: a unified framework to analyze models with habits, satiation and optimal growth (with Aysegul Yildiz-Ulus), 2022, Journal of Mathematical Economics, in revision (lien)

On temporal aggregators and dynamic programming (with Philippe Bich and Jean-Pierre Drugeon), Economic Theory, 2018 (link)

Optimal growth models with bounded or unbounded returns: a unifying approach (with Cuong Le Van), Journal of Economic Theory, 2002 (link)

Monotone concave operators: an application to the existence and uniqueness of solutions to the Bellman equation (with Cuong Le Van and Yannis Vailakis), working paper, 2008 (link)

On optimal growth models when the discount factor is near one or equal to one (with Cuong Le Van), International Journal of Economic Theory, 2006 (link)

General equilibrium, Optimal growth

Existence of competitive equilibrium in a non-optimal one-sector economy without conditions on the distorted marginal product of capital (with Bertrand Crettez), Mathematical Social Sciences, 2012 (link)

The discrete time version of the Romer model (with Cuong Le Van and Charles-Henri Dimaria), Economic Theory, 2002 (link)

Optimal growth with investment enhancing labor (with Bertrand Crettez and Naila Hayek),  Mathematical Social Sciences, 2017 (link)

Growth and insecure private property of capital (with Bertrand Crettez and Naila Hayek), Dynamic Games and Applications, 2019 (link)

Mathematical community

Promoting women in mathematics (report on the panel discussion IHES, 2021, October the 4th) La Gazette de la Société Mathématique de France, 173, July 2022 (link)


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