Jocelyne Bion-Nadal

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Fully-dynamic risk-indifference pricing and no-good-deal bounds SIAM Journal on Financial Mathematics	2020-07-13	Paper
On a Wasserstein-type distance between solutions to stochastic differential equations The Annals of Applied Probability	2019-05-22	Paper
Representation of convex operators and their static and dynamic sandwich extensions	2017-12-12	Paper
Representation of convex operators and their static and dynamic sandwich extensions (available as arXiv preprint)	2017-12-12	Paper
Dynamic risk measures and path-dependent second order PDEs Stochastics of Environmental and Financial Economics	2016-04-22	Paper
Dynamic quasi concave performance measures Journal of Mathematical Economics	2014-12-03	Paper
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L^ Finance and Stochastics	2013-07-18	Paper
A new probabilistic approach to non local and fully non linear second order partial differential equations	2012-10-06	Paper
Time consistent convex Feller processes and non linear second order partial differential equations	2012-07-06	Paper
Risk measuring under model uncertainty The Annals of Applied Probability	2012-04-20	Paper
Risk measuring under model uncertainty The Annals of Applied Probability	2012-04-20	Paper
Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure	2010-12-28	Paper
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk Journal of Mathematical Economics	2009-12-21	Paper
Time consistent dynamic risk processes Stochastic Processes and their Applications	2009-03-10	Paper
Time Consistent Dynamic Limit Order Books Calibrated on Options	2008-09-22	Paper
Dynamic risk measures: Time consistency and risk measures from BMO martingales Finance and Stochastics	2008-06-18	Paper
scientific article; zbMATH DE number 5117421 (Why is no real title available?)	2007-01-22	Paper
scientific article; zbMATH DE number 671696 (Why is no real title available?)	1994-12-01	Paper
scientific article; zbMATH DE number 604832 (Why is no real title available?)	1994-07-12	Paper
scientific article; zbMATH DE number 3919102 (Why is no real title available?)	1985-01-01	Paper
Espace des États Normaux Dun Facteur de Type III<sub>λ</sub> 0 < λ < 1 et D'Un Facteur de Type III<sub>0</sub> Canadian Journal of Mathematics	1984-01-01	Paper

Research outcomes over time

This page was built for person: Jocelyne Bion-Nadal