Bruno Bouchard - Concepedia

Author

Bruno Bouchard

Centre de Recherche en Mathématiques de la Décision ORCID

Also Known As

B Bouchard, B. Bouchard, Ben Tahar, Imen, Bouchard, B, Bouchard, B., Bouchard, Bruno, Bruno Bouchard, Chau, Ki Wai, Emmanuel Lepinette-Denis, Imen Bentahar

181

Publications

2.8K

Citations

H-Index

Concepts

All Affiliations

Centre de Recherche en Mathématiques de la Décision Centre de Recherche en Économie et Statistique Université Paris Dauphine-PSL ENSAE Paris Sorbonne Université

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	20	25	2K
2	Business	18	19	1K
3	Social Sciences	2	2	44
4	Management	1	1	31
5	Natural Sciences	1	1	19

Bruno Bouchard

Publications

2.4K

Citations

H-Index

Page 1

	Year	Citations
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations Bruno Bouchard, Nizar Touzi Stochastic Processes and their Applications Numerical AnalysisDiscrete-time ApproximationEngineeringMonte CarloStochastic System	2004	517
Arbitrage and duality in nondominated discrete-time models Bruno Bouchard, Marcel Nutz The Annals of Applied Probability Mathematical ProgrammingMinimal Superhedging PriceEngineeringNondominated ModelFinancial Mathematics	2015	219
Weak Dynamic Programming Principle for Viscosity Solutions Bruno Bouchard, Nizar Touzi SIAM Journal on Control and Optimization Mathematical ProgrammingStochastic Hybrid SystemEngineeringPde-constrained OptimizationStochastic System	2011	204
Discrete-time approximation of decoupled Forward–Backward SDE with jumps Bruno Bouchard, Romuald Élie Stochastic Processes and their Applications Numerical AnalysisDiscrete-time ApproximationEngineeringStochastic ProcessesStochastic Calculus	2007	140
Stochastic Target Problems with Controlled Loss Bruno Bouchard SIAM Journal on Control and Optimization Mathematical ProgrammingEngineeringControlled ProcessStochastic AnalysisStochastic Simulation	2009	104
Optimal Control of Trading Algorithms: A General Impulse Control Approach Bruno Bouchard, Ngoc Minh Dang, Charles‐Albert Lehalle SIAM Journal on Financial Mathematics Mathematical ProgrammingEngineeringMarket DesignOperations ResearchComputational Finance	2011	92
On the Malliavin approach to Monte Carlo approximation of conditional expectations Bruno Bouchard, Ivar Ekeland, Nizar Touzi Finance and Stochastics EngineeringMonte Carlo ApproximationMonte Carlo MethodMalliavin ApproachStochastic Calculus	2004	82
Optimal Control under Stochastic Target Constraints Bruno Bouchard, Romuald Élie, Cyril Imbert SIAM Journal on Control and Optimization Optimal ControlValue FunctionEngineeringStochastic OptimizationStochastic Processes	2010	77
ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES Sara Biagini, Bruno Bouchard, Constantinos Kardaras, Mathematical Finance EngineeringFinancial MathematicsAsset PricingStochastic ProcessesRobust Optimization	2015	76
Wealth-path dependent utility maximization in incomplete markets Bruno Bouchard, Huy�n Pham Finance and Stochastics EconomicsIncomplete MarketsBusinessEconomic AnalysisUtility-driven Model	2004	63

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