Bruno Bouchard (CEREMADE

Identifiers

• name variant Bruno Bouchard (CEREMADE 0.60 · backfill

Papers (8)

1. Second order stochastic target problems with generalized market impact math.PR · 2018 · author #1
2. Optimal inventory management and order book modeling q-fin.TR · 2018 · author #3
3. A backward dual representation for the quantile hedging of Bermudan options math.PR · 2014 · author #1
4. Regularity of BSDEs with a convex constraint on the gains-process math.PR · 2014 · author #1
5. Hedging under an expected loss constraint with small transaction costs q-fin.PM · 2013 · author #1
6. First time to exit of a continuous It\^o process: general moment estimates and L1-convergence rate for discrete time approximations math.PR · 2013 · author #1
7. Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing math.PR · 2013 · author #1
8. BSDEs with weak terminal condition math.PR · 2012 · author #1

Mentions

• 1309.4916 #1 · backfill · confidence 0.70 Bruno Bouchard (CEREMADE
• 1307.4247 #1 · backfill · confidence 0.70 Bruno Bouchard (CEREMADE
• 1307.0230 #1 · backfill · confidence 0.70 Bruno Bouchard (CEREMADE
• 1210.5364 #1 · backfill · confidence 0.70 Bruno Bouchard (CEREMADE

Frequent Coauthors

• CREST) 6 shared papers
• Ludovic Moreau 2 shared papers
• PSL) 2 shared papers
• Anthony R\'eveillac (CEREMADE) 1 shared papers
• Chao Zhou 1 shared papers
• David Evangelista (KAUST) 1 shared papers
• Emmanuel Gobet (CMAP) 1 shared papers
• ENSAE) 1 shared papers
• G\'eraldine Bouveret 1 shared papers
• Gr\'egoire Loeper (FiQuant) 1 shared papers
• Halil Mete Soner (ETH Z\"urich) 1 shared papers
• Jean-Fran\c{c}ois Chassagneux 1 shared papers
• Mete H. Soner 1 shared papers
• Nicolas Baradel (CEREMADE 1 shared papers
• Othmane Mounjid (CMAP) 1 shared papers
• Romuald Elie (CEREMADE 1 shared papers
• Romuald Elie (LAMA) 1 shared papers
• Stefan Geiss 1 shared papers