Artikkelit, joihin on yleisen käytön mandaatti - bruno bouchardLisätietoja
Saatavilla jossain: 20
Robust fundamental theorem for continuous processes
S Biagini, B Bouchard, C Kardaras, M Nutz
Mathematical Finance 27 (4), 963-987, 2017
Mandaatit: US National Science Foundation
Weak dynamic programming for generalized state constraints
B Bouchard, M Nutz
SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012
Mandaatit: Swiss National Science Foundation
Equilibrium returns with transaction costs
B Bouchard, M Fukasawa, M Herdegen, J Muhle-Karbe
Finance and Stochastics 22, 569-601, 2018
Mandaatit: Swiss National Science Foundation
Numerical approximation of BSDEs using local polynomial drivers and branching processes
B Bouchard, X Tan, X Warin, Y Zou
Monte Carlo Methods and Applications 23 (4), 241-263, 2017
Mandaatit: AXA Research Fund, France
Stochastic target games with controlled loss
B Bouchard, L Moreau, M Nutz
Mandaatit: European Commission
Consistent price systems under model uncertainty
B Bouchard, M Nutz
Finance and Stochastics 20 (1), 83-98, 2016
Mandaatit: US National Science Foundation
Numerical approximation of general Lipschitz BSDEs with branching processes
B Bouchard, X Tan, X Warin
ESAIM: Proceedings and Surveys 65, 309-329, 2019
Mandaatit: Agence Nationale de la Recherche, AXA Research Fund, France
Hedging under an expected loss constraint with small transaction costs
B Bouchard, L Moreau, HM Soner
Siam Journal on Financial Mathematics 7 (1), 508-551, 2016
Mandaatit: Swiss National Science Foundation
Stochastic target games and dynamic programming via regularized viscosity solutions
B Bouchard, M Nutz
Mathematics of Operations Research 41 (1), 109-124, 2016
Mandaatit: US National Science Foundation
Quenched mass transport of particles toward a target
B Bouchard, B Djehiche, I Kharroubi
Journal of Optimization Theory and Applications 186 (2), 345-374, 2020
Mandaatit: Swedish Research Council, Agence Nationale de la Recherche
Superreplication with proportional transaction cost under model uncertainty
B Bouchard, S Deng, X Tan
Mathematical Finance 29 (3), 837-860, 2019
Mandaatit: European Commission, Agence Nationale de la Recherche, AXA Research Fund, France
Optimal inventory management and order book modeling
N Baradel, B Bouchard, D Evangelista, O Mounjid
ESAIM: Proceedings and Surveys 65, 145-181, 2019
Mandaatit: Agence Nationale de la Recherche
Regularity of BSDEs with a convex constraint on the gains-process
B Bouchard, R Elie, L Moreau
Mandaatit: Swiss National Science Foundation
Barrier option hedging under constraints: a viscosity approach
I Bentahar, B Bouchard
SIAM Journal on Control and Optimization 45 (5), 1846-1874, 2006
Mandaatit: German Research Foundation
Second-order stochastic target problems with generalized market impact
B Bouchard, G Loeper, HM Soner, C Zhou
SIAM Journal on Control and Optimization 57 (6), 4125-4149, 2019
Mandaatit: Swiss National Science Foundation, Agence Nationale de la Recherche
Understanding the dual formulation for the hedging of path-dependent options with price impact
B Bouchard, X Tan
The Annals of Applied Probability 32 (3), 1705-1733, 2022
Mandaatit: Research Grants Council, Hong Kong, AXA Research Fund, France
Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view
B Bouchard, KW Chau, A Manai, A Sid-Ali
ESAIM: Proceedings and Surveys 65, 294-308x, 2019
Mandaatit: Agence Nationale de la Recherche
Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability
B Bouchard, G Loeper, X Tan
The Annals of Applied Probability 33 (6B), 5781-5809, 2023
Mandaatit: Research Grants Council, Hong Kong
A -Itô’s Formula for Flows of Semimartingale Distributions
B Bouchard, X Tan, J Wang
Applied Mathematics & Optimization 90 (1), 26, 2024
Mandaatit: Research Grants Council, Hong Kong
Equilibrium liquidity premia
B Bouchard, M Fukasawa, M Herdegen, J Muhle-Karbe
Finance & Stochastics, 1-33, 2017
Mandaatit: Swiss National Science Foundation
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