Jocelyne Bion-Nadal

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Person:354196

Available identifiers

zbMath Open bion-nadal.jocelyneMaRDI QIDQ354196

List of research outcomes

PublicationDate of PublicationType
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds2020-07-13Paper
On a Wasserstein-type distance between solutions to stochastic differential equations2019-05-22Paper
Representation of convex operators and their static and dynamic sandwich extensions2017-12-12Paper
Dynamic Risk Measures and Path-Dependent Second Order PDEs2016-04-22Paper
Dynamic quasi concave performance measures2014-12-03Paper
Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\)2013-07-18Paper
A new probabilistic approach to non local and fully non linear second order partial differential equations2012-10-06Paper
Time consistent convex Feller processes and non linear second order partial differential equations2012-07-06Paper
Risk measuring under model uncertainty2012-04-20Paper
Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure2010-12-28Paper
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk2009-12-21Paper
Time consistent dynamic risk processes2009-03-10Paper
Time Consistent Dynamic Limit Order Books Calibrated on Options2008-09-22Paper
Dynamic risk measures: Time consistency and risk measures from BMO martingales2008-06-18Paper
https://portal.mardi4nfdi.de/entity/Q34164822007-01-22Paper
https://portal.mardi4nfdi.de/entity/Q43100561994-12-01Paper
https://portal.mardi4nfdi.de/entity/Q42998411994-07-12Paper
https://portal.mardi4nfdi.de/entity/Q36958401985-01-01Paper
Espace des États Normaux Dun Facteur de Type IIIλ 0 < λ < 1 et D'Un Facteur de Type III01984-01-01Paper

Research outcomes over time


Doctoral students

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