Concepedia

Jocelyne Bion–Nadal

JB

Statistics

Publications

7

Citations

373

H-Index

7

Active since

2006

Affiliations

École Polytechnique(Current)

Centre National de la Recherche Scientifique

Centre de Mathématiques Appliquées de l'École polytechnique

Jocelyne Bion–Nadal is an author at École Polytechnique specializing in stochastic processes, finance, and time consistency.

Publications per year

2006–2019

7

Publications

7

Dynamic risk measures: Time consistency and risk measures from BMO martingales

Jocelyne Bion–Nadal · Finance and Stochastics · 2007 · 133 citations

Business, Finance, Mathematics +16

Time consistent dynamic risk processes

Jocelyne Bion–Nadal · Stochastic Processes and their Applications · 2008 · 108 citations

Engineering, Finance, Risk Management +12

Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk

Jocelyne Bion–Nadal · Journal of Mathematical Economics · 2009 · 61 citations

Business, Economics, Finance +16

On a Wasserstein-type distance between solutions to stochastic differential equations

Jocelyne Bion–Nadal, Denis Talay · The Annals of Applied Probability · 2019 · 28 citations · Full text

Engineering, Mathematics, Probability Theory +14

Dynamic risk measuring: discrete time in a context of uncertainty, and continuous time on a probability space

Jocelyne Bion–Nadal · 2006 · 16 citations

Engineering, Mathematics, Risk Management +17

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