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Results: 1-7 |
Results: 7
No-arbitrage of second kind in countable markets with proportional transaction costs
Authors: Bouchard, Bruno Taflin, Erik
Citation: Bouchard, Bruno et Taflin, Erik, No-arbitrage of second kind in countable markets with proportional transaction costs, Annals of applied probability , 23(2), 2013, pp. 427-454
BSDEs with weak terminal condition
Authors: Bouchard, Bruno Elie, Romuald Réveillac, Antony
Citation: Bouchard, Bruno et al., BSDEs with weak terminal condition, Annals of probability , 43(2), 2015, pp. 572-604
Explicit solution to the multivariate super-replication problem under transaction costs
Authors: Bouchard, Bruno Touzi, Nizar
Citation: Bouchard, Bruno et Touzi, Nizar, Explicit solution to the multivariate super-replication problem under transaction costs, Annals of applied probability , 10(3), 2000, pp. 685-708
Arbitrage and duality in nondominated discrete-time models
Authors: Bouchard, Bruno Nutz, Marcel
Citation: Bouchard, Bruno et Nutz, Marcel, Arbitrage and duality in nondominated discrete-time models, Annals of applied probability , 25(2), 2015, pp. 823-859
Stochastic target games with controlled loss
Authors: Bouchard, Bruno Moreau, Ludovic Nutz, Marcel
Citation: Bouchard, Bruno et al., Stochastic target games with controlled loss, Annals of applied probability , 24(3), 2014, pp. 899-934
Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns
Authors: Bouchard, Bruno Pham,Huyên
Citation: Bouchard, Bruno et Pham,huyên, Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns, Annals of applied probability , 15(4), 2005, pp. 2393-2421
Maturity randomization for stochastic control problems
Authors: Bouchard, Bruno Karoui, Nicole El Touzi, Nizar
Citation: Bouchard, Bruno et al., Maturity randomization for stochastic control problems, Annals of applied probability , 15(4), 2005, pp. 2575-2605
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