The following pages link to Bruno Bouchard (Q261915):
Displaying 17 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)
- 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)
- Superreplication with proportional transaction cost under model uncertainty (Q5241565) (← links)
- ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (Q5371133) (← links)
- Approximate viscosity solutions of path-dependent PDEs and Dupire's vertical differentiability (Q6180392) (← links)
