Bruno Bouchard

Finance · 2000–2014

A researcher in the Science corpus: 8 papers; trusts 35 researchers and is trusted by 39 researchers here, as inferred from the citation graph.

Subfields

• Finance — 65 citations into it; #658 of 10,518 by trust here, #1,689 by citations
• Economics and Econometrics — 20 citations into it; #2,123 of 23,481 by trust here, #7,755 by citations
• Management Science and Operations Research — 19 citations into it; #1,838 of 11,946 by trust here, #3,247 by citations
• Demography — 18 citations into it; #163 of 4,236 by trust here, #882 by citations
• Statistics and Probability — 9 citations into it; #4,175 of 12,932 by trust here, #5,661 by citations

Whom Bruno Bouchard trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianfeng Zhang
2. Marcel Nutz
3. Jin Ma
4. Francis A. Longstaff
5. P. Briand
6. Nizar Touzi
7. H. M. Soner
8. Mathias Beiglbock
9. Iroon Polytechniou
10. Jean-Philippe Lemor

Who trusts Bruno Bouchard overall

1. D. Crisan
2. Christian Bender
3. Emmanuel Gobet
4. Jean-François Chassagneux
5. René A. Carmona
6. Huyen Pham
7. Daniel Bartl
8. Marcel Nutz
9. Shige Peng
10. Adrien Richou

Papers from Bruno Bouchard's perspective

Ordered by how strongly the researchers Bruno Bouchard trusts endorse each paper. Same corpus, a different order for every researcher.

1. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
2. DONSKER-TYPE THEOREM FOR BSDES
3. Random G-expectations.
4. Some properties on G-evaluation and its applications to G-martingale decomposition
5. Superreplication under Volatility Uncertainty for Measurable Claims
6. Valuing American Options by Simulation: A Simple Least-Squares Approach
7. Path regularity for solutions of backward stochastic differential equations
8. Optimal transportation under controlled stochastic dynamics
9. The Skorokhod Embedding Problem and Model-Independent Bounds for Option Prices
10. A MODEL‐FREE VERSION OF THE FUNDAMENTAL THEOREM OF ASSET PRICING AND THE SUPER‐REPLICATION THEOREM

Their papers

• Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004) — 610 citations
• Arbitrage and duality in nondominated discrete-time models (2013) — 257 citations
• ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (2014) — 89 citations
• Explicit solution to the multivariate super-replication problem under transaction costs (2000) — 50 citations
• Discrete time approximation of decoupled Forward-Backward SDE with jumps (2008) — 183 citations
• A stochastic target formulation for optimal switching problems in finite horizon (2009) — 57 citations
• Discrete-time approximation for continuously and discretely reflected BSDEs (2008) — 72 citations
• Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods (2012) — 135 citations