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Exponential hedging and pricing under proportional transaction costs
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548982
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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
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Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548992
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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 (2013) 1, pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
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Stochastic target games and dynamic programming via regularized viscosity solutions
Bouchard, Bruno; Nutz, Marcel - In: Mathematics of operations research 41 (2016) 1, pp. 109-124
Persistent link: https://www.econbiz.de/10011448306
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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
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Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno; Chassagneux, Jean-François - 2016
Persistent link: https://www.econbiz.de/10011531565
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A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno; Tan, Xiaolu - In: Finance and stochastics 25 (2021) 3, pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
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A stochastic target approach for P&L matching problems
Bouchard, Bruno; Vu, Thanh Nam - In: Mathematics of operations research 37 (2012) 3, pp. 526-558
Persistent link: https://www.econbiz.de/10009612948