Bouchard, Bruno; Loeper, Grégoire; Tan, Xiaolu Approximate viscosity solutions of path-dependent PDEs and Dupire’s vertical differentiability. (English) Zbl 07791547 Ann. Appl. Probab. 33, No. 6B, 5781-5809 (2023). MSC: 35D40 35A01 35B51 35B65 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Ann. Appl. Probab. 33, No. 6B, 5781--5809 (2023; Zbl 07791547) Full Text: DOI arXiv
Bouchard, Bruno; Tan, Xiaolu Understanding the dual formulation for the hedging of path-dependent options with price impact. (English) Zbl 1498.91430 Ann. Appl. Probab. 32, No. 3, 1705-1733 (2022). MSC: 91G20 60H15 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{X. Tan}, Ann. Appl. Probab. 32, No. 3, 1705--1733 (2022; Zbl 1498.91430) Full Text: DOI arXiv
Bouchard, Bruno; Nutz, Marcel Arbitrage and duality in nondominated discrete-time models. (English) Zbl 1322.60045 Ann. Appl. Probab. 25, No. 2, 823-859 (2015). MSC: 60G42 93E20 91B25 91G20 91G80 49L20 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{M. Nutz}, Ann. Appl. Probab. 25, No. 2, 823--859 (2015; Zbl 1322.60045) Full Text: DOI arXiv Euclid
Bouchard, Bruno; Moreau, Ludovic; Nutz, Marcel Stochastic target games with controlled loss. (English) Zbl 1290.49075 Ann. Appl. Probab. 24, No. 3, 899-934 (2014). MSC: 49N70 49L20 49L25 91A15 91A23 93E20 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Ann. Appl. Probab. 24, No. 3, 899--934 (2014; Zbl 1290.49075) Full Text: DOI arXiv Euclid
Bouchard, Bruno; Taflin, Erik No-arbitrage of second kind in countable markets with proportional transaction costs. (English) Zbl 1266.91117 Ann. Appl. Probab. 23, No. 2, 427-454 (2013). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G50 60G42 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{E. Taflin}, Ann. Appl. Probab. 23, No. 2, 427--454 (2013; Zbl 1266.91117) Full Text: DOI arXiv Euclid
Bouchard, Bruno; El Karoui, Nicole; Touzi, Nizar Maturity randomization for stochastic control problems. (English) Zbl 1177.93097 Ann. Appl. Probab. 15, No. 4, 2575-2605 (2005). MSC: 93E20 35C15 91Gxx PDFBibTeX XMLCite \textit{B. Bouchard} et al., Ann. Appl. Probab. 15, No. 4, 2575--2605 (2005; Zbl 1177.93097) Full Text: DOI arXiv
Bouchard, Bruno; Pham, Huyên Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns. (English) Zbl 1101.60026 Ann. Appl. Probab. 15, No. 4, 2393-2421 (2005). Reviewer: Klaus Schürger (Bonn) MSC: 60G42 91B28 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{H. Pham}, Ann. Appl. Probab. 15, No. 4, 2393--2421 (2005; Zbl 1101.60026) Full Text: DOI arXiv
Bouchard, B.; Touzi, N.; Zeghal, A. Dual formulation of the utility maximization problem: the case of nonsmooth utility. (English) Zbl 1126.91018 Ann. Appl. Probab. 14, No. 2, 678-717 (2004). MSC: 91B26 91B28 49J52 49N15 60H30 91B62 93E20 91B16 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Ann. Appl. Probab. 14, No. 2, 678--717 (2004; Zbl 1126.91018) Full Text: DOI arXiv Euclid
Bouchard, Bruno; Touzi, Nizar Explicit solution to the multivariate super-replication problem under transaction costs. (English) Zbl 1083.91510 Ann. Appl. Probab. 10, No. 3, 685-708 (2000). MSC: 91G20 49L25 60H30 PDFBibTeX XMLCite \textit{B. Bouchard} and \textit{N. Touzi}, Ann. Appl. Probab. 10, No. 3, 685--708 (2000; Zbl 1083.91510) Full Text: DOI Euclid