Bruno Bouchard (CEREMADE)

Identifiers

• name variant Bruno Bouchard (CEREMADE) 0.60 · backfill

Papers (8)

1. BSDE formulation of combined regular and singular stochastic control problems math.OC · 2018 · author #1
2. Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view math.PR · 2017 · author #1
3. Numerical approximation of general Lipschitz BSDEs with branching processes math.PR · 2017 · author #1
4. Super-replication with proportional transaction cost under model uncertainty math.PR · 2017 · author #1
5. Equilibrium Returns with Transaction Costs q-fin.PM · 2017 · author #1
6. Quenched mass transport of particles towards a target math.PR · 2017 · author #1
7. Stochastic invariance of closed sets with non-Lipschitz coefficients math.PR · 2016 · author #2
8. Strong Approximations of BSDEs in a domain math.PR · 2007 · author #1

Mentions

• 0710.1519 #1 · backfill · confidence 0.70 Bruno Bouchard (CEREMADE)

Frequent Coauthors

• Xiaolu Tan (CEREMADE) 2 shared papers
• Ahmed Sid-Ali 1 shared papers
• Arij Manai (UM) 1 shared papers
• Boualem Djehiche (KTH) 1 shared papers
• Camille Illand 1 shared papers
• Eduardo Abi Jaber (CEREMADE) 1 shared papers
• Eduardo Jaber 1 shared papers
• Idris Kharroubi (LPSM UMR 8001) 1 shared papers
• Johannes Muhle-Karbe 1 shared papers
• Ki Chau (CWI) 1 shared papers
• Martin Herdegen 1 shared papers
• Masaaki Fukasawa 1 shared papers
• Patrick Cheridito 1 shared papers
• Shuoqing Deng (CEREMADE) 1 shared papers
• Stephane Menozzi (PMA) 1 shared papers
• Xavier Warin (EDF R\&D) 1 shared papers
• Ying Hu 1 shared papers