Concepedia

Bruno Bouchard

BB

Statistics

Publications

44

Citations

2.4K

H-Index

24

Active since

2000

Affiliations

Centre de Recherche en Mathématiques de la Décision(Current)

Centre de Recherche en Économie et Statistique

Université Paris Dauphine-PSL

Sorbonne Université

Bruno Bouchard is an author at Centre de Recherche en Mathématiques de la Décision specializing in engineering, business, and finance.

Top concepts

EngineeringBusinessFinanceEconomicsAsset PricingMathematical ProgrammingProbabilityOption PricingStochastic CalculusOperations Research

Publications per year

2000–2018

44

Publications

44

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

Bruno Bouchard, Nizar Touzi · Stochastic Processes and their Applications · 2004 · 517 citations

Numerical Analysis, Discrete-time Approximation, Engineering +9

Arbitrage and duality in nondominated discrete-time models

Bruno Bouchard, Marcel Nutz · The Annals of Applied Probability · 2015 · 219 citations · Full text

Mathematical Programming, Minimal Superhedging Price, Engineering +16

Weak Dynamic Programming Principle for Viscosity Solutions

Bruno Bouchard, Nizar Touzi · SIAM Journal on Control and Optimization · 2011 · 204 citations

Mathematical Programming, Stochastic Hybrid System, Engineering +12

Discrete-time approximation of decoupled Forward–Backward SDE with jumps

Bruno Bouchard, Romuald Élie · Stochastic Processes and their Applications · 2007 · 140 citations

Numerical Analysis, Discrete-time Approximation, Engineering +6

Stochastic Target Problems with Controlled Loss

Bruno Bouchard · SIAM Journal on Control and Optimization · 2009 · 104 citations

Mathematical Programming, Engineering, Controlled Process +18

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