bruno bouchard

Cited by

	All	Since 2019
Citations	3760	1407
h-index	31	19
i10-index	60	37

340

170

255

2002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202410 9 19 51 49 50 57 109 116 137 216 178 225 236 334 262 220 271 270 233 215 240 178

Public access

View all

19 articles

0 articles

available

not available

Based on funding mandates

Co-authors

TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
Romuald ElieDeepmind & Université Gustave EiffelVerified email at u-pem.fr
Tan XiaoluThe Chinese University of Hong KongVerified email at cuhk.edu.hk
Marcel NutzDepartment of Statistics, Columbia UniversityVerified email at columbia.edu
Minh DangResearch Associate, John von Neumann Institute, VNU-HCMVerified email at jvn.edu.vn
Xavier WarinEDFVerified email at edf.fr
Gregoire LoeperBNP Paribas Global Markets, ParisVerified email at monash.edu
Huyên PHAMProfessor, University Paris DiderotVerified email at math.univ-paris-diderot.fr
Dylan PossamaïFull Professor, ETH Zürich, MathematicsVerified email at math.ethz.ch
Nicolas BARADELENSAE-Université Paris DauphineVerified email at ensae.fr
Chao ZhouAssistant Professor at Department of Mathematics, National University of SingaporeVerified email at nus.edu.sg
Ivar EkelandProfessorVerified email at math.ubc.ca
Martin HerdegenAssociate Professor of Financial Mathematics, University of WarwickVerified email at warwick.ac.uk
Masaaki FukasawaOsaka UniversityVerified email at sigmath.es.osaka-u.ac.jp
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonVerified email at imperial.ac.uk
charles-albert lehalleAbu Dhabi Investment AuthorityVerified email at lehalle.net
Cyril ImbertCNRS & ENSVerified email at math.cnrs.fr
Sara BiaginiAssociate Professor of Mathematical Finance, LUISS G. Carli, RomeVerified email at luiss.it
Constantinos KardarasProfessor of Statistics, London School of EconomicsVerified email at lse.ac.uk
Halil Mete SonerDepartment of Operations Research and Financial Engineering, Princeton UniversityVerified email at princeton.edu

bruno bouchard

Université Paris Dauphine - PSL

Verified email at ceremade.dauphine.fr - Homepage

Numerical probability stochastic control mathematical finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations B Bouchard, N Touzi Stochastic Processes and their applications 111 (2), 175-206, 2004	681	2004
Arbitrage and duality in nondominated discrete-time models B Bouchard, M Nutz	262	2015
Weak dynamic programming principle for viscosity solutions B Bouchard, N Touzi SIAM Journal on Control and Optimization 49 (3), 948-962, 2011	247	2011
Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008	188	2008
Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods B Bouchard, X Warin Numerical Methods in Finance: Bordeaux, June 2010, 215-255, 2012	167	2012
On the Malliavin approach to Monte Carlo approximation of conditional expectations B Bouchard, I Ekeland, N Touzi Finance and Stochastics 8, 45-71, 2004	134	2004
Stochastic target problems with controlled loss B Bouchard, R Elie, N Touzi SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010	133	2010
Optimal control of trading algorithms: a general impulse control approach B Bouchard, NM Dang, CA Lehalle SIAM Journal on financial mathematics 2 (1), 404-438, 2011	104	2011
Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010	104	2010
Robust fundamental theorem for continuous processes S Biagini, B Bouchard, C Kardaras, M Nutz Mathematical Finance 27 (4), 963-987, 2017	102	2017
Wealth-path dependent utility maximization in incomplete markets B Bouchard, H Pham Finance and Stochastics 8, 579-603, 2004	87	2004
Discrete-time approximation for continuously and discretely reflected BSDEs B Bouchard, JF Chassagneux Stochastic Processes and their Applications 118 (12), 2269-2293, 2008	77	2008
Weak dynamic programming for generalized state constraints B Bouchard, M Nutz SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012	72	2012
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou	58	2018
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs B Bouchard, R Elie, N Touzi Advanced financial modelling 8, 91-124, 2009	58	2009
A stochastic target formulation for optimal switching problems in finite horizon B Bouchard Stochastics: An International Journal of Probability and Stochastics …, 2009	54	2009
Dual formulation of the utility maximization problem: The case of nonsmooth utility B Bouchard, N Touzi, A Zeghal	53	2004
Explicit solution to the multivariate super-replication problem under transaction costs B Bouchard, N Touzi Annals of Applied Probability, 685-708, 2000	53	2000
Equilibrium returns with transaction costs B Bouchard, M Fukasawa, M Herdegen, J Muhle-Karbe Finance and Stochastics 22, 569-601, 2018	50	2018
Maturity randomization for stochastic control problems B Bouchard, N El Karoui, N Touzi	46	2005

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors