The following pages link to Bruno Bouchard (Q261915):
Displaying 50 items.
- Consistent price systems under model uncertainty (Q261917) (← links)
- A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748) (← links)
- Fundamentals and advanced techniques in derivatives hedging. Translated from the French (Q289665) (← links)
- Almost-sure hedging with permanent price impact (Q309172) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations (Q527458) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- On the hedging of American options in discrete time markets with proportional transaction costs (Q850362) (← links)
- No-arbitrage in discrete-time markets with proportional transaction costs and general information structure (Q854277) (← links)
- Explicit characterization of the super-replication strategy in financial markets with partial transaction costs (Q877726) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs (Q1039118) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- (Q1601357) (redirect page) (← links)
- Option pricing by large risk aversion utility under transaction costs (Q1601359) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
- Regularity of BSDEs with a convex constraint on the gains-process (Q1697025) (← links)
- Wealth-path dependent utility maximization in incomplete markets (Q1776021) (← links)
- A version of the \(\mathcal G\)-conditional bipolar theorem in \(L^0(\mathbb R^d_+;\Omega,\mathcal F,\mathbb P)\) (Q1780933) (← links)
- Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
- Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
- On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263) (← links)
- Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
- A note on utility based pricing and asymptotic risk diversification (Q1938975) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538) (← links)
- Understanding the dual formulation for the hedging of path-dependent options with price impact (Q2170357) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
- Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (Q2485757) (← links)
- Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns (Q2496494) (← links)
- Maturity randomization for stochastic control problems (Q2496502) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- Stochastic targets with mixed diffusion processes and viscosity solutions. (Q2574513) (← links)
- A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). (Q2574595) (← links)
- Simple bounds for utility maximization with small transaction costs (Q2668493) (← links)
- Diffusive limit approximation of pure-jump optimal stochastic control problems (Q2679562) (← links)
- Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (Q2800366) (← links)
- A Backward Dual Representation for the Quantile Hedging of Bermudan Options (Q2808185) (← links)
- Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods (Q2917432) (← links)
- A Stochastic Target Approach for P&L Matching Problems (Q2925345) (← links)
- Optimal Control of Trading Algorithms: A General Impulse Control Approach (Q3006714) (← links)
