Jocelyne Bion-Nadal

Available identifiers

zbMath Open bion-nadal.jocelyneMaRDI QIDQ354196

List of research outcomes

Publication	Date of Publication	Type
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds	2020-07-13	Paper
On a Wasserstein-type distance between solutions to stochastic differential equations	2019-05-22	Paper
Representation of convex operators and their static and dynamic sandwich extensions	2017-12-12	Paper
Dynamic Risk Measures and Path-Dependent Second Order PDEs	2016-04-22	Paper
Dynamic quasi concave performance measures	2014-12-03	Paper
Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\)	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	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	2009-12-21	Paper
Time consistent dynamic risk processes	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	2008-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q3416482	2007-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q4310056	1994-12-01	Paper
https://portal.mardi4nfdi.de/entity/Q4299841	1994-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q3695840	1985-01-01	Paper
Espace des États Normaux Dun Facteur de Type IIIλ 0 < λ < 1 et D'Un Facteur de Type III0	1984-01-01	Paper

Research outcomes over time

This page was built for person: Jocelyne Bion-Nadal