bruno bouchard

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TOUZI NizarEcole PolytechniqueEmail yang diverifikasi di polytechnique.edu
Romuald ElieDeepmind & Université Gustave EiffelEmail yang diverifikasi di u-pem.fr
Tan XiaoluThe Chinese University of Hong KongEmail yang diverifikasi di cuhk.edu.hk
Marcel NutzDepartment of Statistics, Columbia UniversityEmail yang diverifikasi di columbia.edu
Minh DangResearch Associate, John von Neumann Institute, VNU-HCMEmail yang diverifikasi di jvn.edu.vn
Xavier WarinEDFEmail yang diverifikasi di edf.fr
Gregoire LoeperBNP Paribas Global Markets, ParisEmail yang diverifikasi di monash.edu
Huyên PHAMProfessor, University Paris DiderotEmail yang diverifikasi di math.univ-paris-diderot.fr
Dylan PossamaïFull Professor, ETH Zürich, MathematicsEmail yang diverifikasi di math.ethz.ch
Nicolas BARADELENSAE-Université Paris DauphineEmail yang diverifikasi di ensae.fr
Chao ZhouAssistant Professor at Department of Mathematics, National University of SingaporeEmail yang diverifikasi di nus.edu.sg
Ivar EkelandProfessorEmail yang diverifikasi di math.ubc.ca
Martin HerdegenAssociate Professor of Financial Mathematics, University of WarwickEmail yang diverifikasi di warwick.ac.uk
Masaaki FukasawaOsaka UniversityEmail yang diverifikasi di sigmath.es.osaka-u.ac.jp
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonEmail yang diverifikasi di imperial.ac.uk
charles-albert lehalleAbu Dhabi Investment AuthorityEmail yang diverifikasi di lehalle.net
Cyril ImbertCNRS & ENSEmail yang diverifikasi di math.cnrs.fr
Sara BiaginiAssociate Professor of Mathematical Finance, LUISS G. Carli, RomeEmail yang diverifikasi di luiss.it
Constantinos KardarasProfessor of Statistics, London School of EconomicsEmail yang diverifikasi di lse.ac.uk
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityEmail yang diverifikasi di princeton.edu

Ikuti

bruno bouchard

Université Paris Dauphine - PSL

Email yang diverifikasi di ceremade.dauphine.fr - Beranda

Numerical probability stochastic control mathematical finance


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations B Bouchard, N Touzi Stochastic Processes and their applications 111 (2), 175-206, 2004	684	2004
Arbitrage and duality in nondominated discrete-time models B Bouchard, M Nutz	262	2015
Weak dynamic programming principle for viscosity solutions B Bouchard, N Touzi SIAM Journal on Control and Optimization 49 (3), 948-962, 2011	247	2011
Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008	189	2008
Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods B Bouchard, X Warin Numerical Methods in Finance: Bordeaux, June 2010, 215-255, 2012	167	2012
On the Malliavin approach to Monte Carlo approximation of conditional expectations B Bouchard, I Ekeland, N Touzi Finance and Stochastics 8, 45-71, 2004	134	2004
Stochastic target problems with controlled loss B Bouchard, R Elie, N Touzi SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010	133	2010
Optimal control of trading algorithms: a general impulse control approach B Bouchard, NM Dang, CA Lehalle SIAM Journal on financial mathematics 2 (1), 404-438, 2011	104	2011
Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010	104	2010
Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017	102	2017
Wealth-path dependent utility maximization in incomplete markets B Bouchard, H Pham Finance and Stochastics 8, 579-603, 2004	87	2004
Discrete-time approximation for continuously and discretely reflected BSDEs B Bouchard, JF Chassagneux Stochastic Processes and their Applications 118 (12), 2269-2293, 2008	77	2008
Weak dynamic programming for generalized state constraints B Bouchard, M Nutz SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012	72	2012
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou	58	2018
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs B Bouchard, R Elie, N Touzi Advanced financial modelling 8, 91-124, 2009	58	2009
A stochastic target formulation for optimal switching problems in finite horizon B Bouchard Stochastics: An International Journal of Probability and Stochastics …, 2009	55	2009
Dual formulation of the utility maximization problem: The case of nonsmooth utility B Bouchard, N Touzi, A Zeghal	53	2004
Explicit solution to the multivariate super-replication problem under transaction costs B Bouchard, N Touzi Annals of Applied Probability, 685-708, 2000	53	2000
Equilibrium returns with transaction costs B Bouchard, M Fukasawa, M Herdegen, J Muhle-Karbe Finance and Stochastics 22, 569-601, 2018	50	2018
Maturity randomization for stochastic control problems B Bouchard, N El Karoui, N Touzi	46	2005

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