The following pages link to Bruno Bouchard (Q261915):
Displaying 21 items.
- Weak Dynamic Programming Principle for Viscosity Solutions (Q3093631) (← links)
- Stochastic Target Problems with Controlled Loss (Q3162580) (← links)
- Optimal Control under Stochastic Target Constraints (Q3162598) (← links)
- (Q3178401) (← links)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (Q3188153) (← links)
- Barrier Option Hedging under Constraints: A Viscosity Approach (Q3593019) (← links)
- A stochastic target formulation for optimal switching problems in finite horizon (Q3630058) (← links)
- (Q3656686) (← links)
- Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
- Optimal Control Under Uncertainty and Bayesian Parameters Adjustments (Q4608239) (← links)
- Weak Dynamic Programming for Generalized State Constraints (Q4910566) (← links)
- NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS (Q4917304) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- Computation of expected shortfall by fast detection of worst scenarios (Q5014243) (← links)
- Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
- Superreplication with proportional transaction cost under model uncertainty (Q5241565) (← links)
- Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints (Q5320740) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
