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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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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
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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/10003334925
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Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno; Pham, Huyên - In: Finance and stochastics 8 (2004) 4, pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
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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. 45-71
Persistent link: https://www.econbiz.de/10001910692
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Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno; Kabanov, Jurij M.; Touzi, Nizar - In: Decisions in economics and finance : DEF ; a journal of … 24 (2001) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
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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; Huu, Adrien Nguyen - In: Mathematical finance : an international journal of … 23 (2013) 2, pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
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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