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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
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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
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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
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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
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Mosai͏̈que - LES USTENSILES DES FABRICANTS DE L'HISTOIRE
Bouchard, Bruno; Calvez, Vincent - In: Gérer et comprendre : série trimestrielle (1999) 57, pp. 52
Persistent link: https://www.econbiz.de/10007923950
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NO MARGINAL ARBITRAGE OF THE SECOND KIND FOR HIGH PRODUCTION REGIMES IN DISCRETE TIME PRODUCTION–INVESTMENT MODELS WITH PROPORTIONAL TRANSACTION COSTS
Bouchard, Bruno; Nguyen Huu, Adrien - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 366-386
Persistent link: https://www.econbiz.de/10010087719
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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
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A Stochastic Target Approach for P&L Matching Problems
Bouchard, Bruno; Nam Vu, Thanh - In: Mathematics of operations research 37 (2012) 3, pp. 526-559
Persistent link: https://www.econbiz.de/10010010370