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Jocelyne Bion-Nadal

Identifiers

  • name variant Jocelyne Bion-Nadal 0.60 · backfill

Papers (11)

  1. Fully-dynamic risk-indifference pricing and no-good-deal bounds math.PR · 2017 · author #1
  2. Representation of convex operators and their static and dynamic sandwich extensions math.FA · 2014 · author #1
  3. Dynamic quasi-concave performance measures q-fin.PM · 2012 · author #2
  4. A new probabilistic approach to non local and fully non linear second order partial differential equations math.PR · 2012 · author #1
  5. Time consistent convex Feller processes and non linear second order partial differential equations math.PR · 2012 · author #1
  6. Extension theorems for linear operators on $L_\infty$ and application to price systems math.PR · 2011 · author #1
  7. Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure math.PR · 2010 · author #1
  8. Risk measuring under model uncertainty q-fin.RM · 2010 · author #1
  9. Time Consistent Dynamic Limit Order Books Calibrated on Options q-fin.TR · 2008 · author #1
  10. Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk math.PR · 2007 · author #1
  11. Time Consistent Dynamic Risk Processes, Cadlag Modification math.PR · 2006 · author #1

Mentions

  • 1412.2030 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1212.3958 #2 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1210.1955 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1207.1742 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1102.5501 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1012.5850 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 1004.5524 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal
  • 0809.3824 #1 · backfill · confidence 0.70 Jocelyne Bion-Nadal

Frequent Coauthors