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Bruno Bouchard

Identifiers

  • name variant Bruno Bouchard 0.60 · backfill

Papers (11)

  1. Numerical approximation of BSDEs using local polynomial drivers and branching processes math.NA · 2016 · author #1
  2. A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systems math.PR · 2015 · author #1
  3. Robust Fundamental Theorem for Continuous Processes q-fin.MF · 2014 · author #2
  4. Consistent Price Systems under Model Uncertainty q-fin.MF · 2014 · author #1
  5. Arbitrage and duality in nondominated discrete-time models q-fin.GN · 2013 · author #1
  6. Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs q-fin.PR · 2013 · author #1
  7. Stochastic target games with controlled loss math.OC · 2012 · author #1
  8. Weak Dynamic Programming for Generalized State Constraints math.OC · 2011 · author #1
  9. No-arbitrage of second kind in countable markets with proportional transaction costs q-fin.CP · 2010 · author #1
  10. Maturity randomization for stochastic control problems math.PR · 2006 · author #1
  11. Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns math.PR · 2006 · author #1

Mentions

  • 1612.06790 #1 · arxiv_oai · confidence 0.70 Bruno Bouchard
  • 1105.0745 #1 · arxiv_oai · confidence 0.70 Bruno Bouchard
  • 1505.00597 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1410.4962 #2 · backfill · confidence 0.70 Bruno Bouchard
  • 1408.5510 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1305.6008 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1302.0361 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1206.6325 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1105.0745 #1 · backfill · confidence 0.70 Bruno Bouchard
  • 1008.3276 #1 · backfill · confidence 0.70 Bruno Bouchard

Frequent Coauthors