Narrow search
Showing 1 - 10 of 14
Cover Image
Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno - In: Finance and stochastics 6 (2002) 4, pp. 495-516
Persistent link: https://www.econbiz.de/10001702785
Cover Image
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno - In: Finance and stochastics 10 (2006) 2, pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Cover Image
On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-72
Persistent link: https://www.econbiz.de/10008215023
Cover Image
Utility maximization on the real line under proportional transaction costs
Bouchard, Bruno - In: Finance and stochastics 6 (2002) 4, pp. 495-516
Persistent link: https://www.econbiz.de/10008216164
Cover Image
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Bouchard, Bruno - In: Finance and stochastics 10 (2006) 2, pp. 276-297
Persistent link: https://www.econbiz.de/10008222667
Cover Image
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579
Persistent link: https://www.econbiz.de/10008223279
Cover Image
Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation
Bouchard, Bruno; Dang, Ngoc-Minh - In: Finance and stochastics 17 (2012) 1, pp. 31-72
Persistent link: https://www.econbiz.de/10010057619
Cover Image
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Cover Image
On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001910692
Cover Image
Generalized stochastic target problems for pricing and partial hedging under loss constraints : application in optimal book liquidation
Bouchard, Bruno; Dang, Ngoc-minh - In: Finance and stochastics 17 (2013) 1, pp. 31-72
Persistent link: https://www.econbiz.de/10009682291