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ORCIDBruno Bouchard 0002
Person information
- affiliation: University Paris-Dauphine, France
Other persons with the same name
- Bruno Bouchard 0001
![[0000-0002-8408-3258]](https://dblp.uni-trier.de./img/orcid-mark.12x12.png "0000-0002-8408-3258")
— University of Quebec at Chicoutimi, Canada
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2020 – today
- 2024
[c1]Lorenzo Croissant, Marc Abeille, Bruno Bouchard:
Near-continuous time Reinforcement Learning for continuous state-action spaces. ALT 2024: 444-498- 2023
- [j27]Marc Abeille, Bruno Bouchard, Lorenzo Croissant:
Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems. J. Optim. Theory Appl. 196(1): 147-176 (2023) - [i2]Lorenzo Croissant, Marc Abeille, Bruno Bouchard:
Near-continuous time Reinforcement Learning for continuous state-action spaces. CoRR abs/2309.02815 (2023) - 2020
- [j26]Bruno Bouchard, Boualem Djehiche, Idris Kharroubi:
Quenched Mass Transport of Particles Toward a Target. J. Optim. Theory Appl. 186(2): 345-374 (2020)
2010 – 2019
- 2019
- [j25]Bruno Bouchard, Grégoire Loeper, Halil Mete Soner, Chao Zhou:
Second-Order Stochastic Target Problems with Generalized Market Impact. SIAM J. Control. Optim. 57(6): 4125-4149 (2019) - 2018
- [j24]Bruno Bouchard, Masaaki Fukasawa, Martin Herdegen, Johannes Muhle-Karbe:
Equilibrium returns with transaction costs. Finance Stochastics 22(3): 569-601 (2018) - [j23]Bruno Bouchard, H. Mete Soner, Nizar Touzi:
Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications. J. Optim. Theory Appl. 179(2): 363-365 (2018) - [j22]Nicolas Baradel, Bruno Bouchard, Ngoc-Minh Dang:
Optimal Control Under Uncertainty and Bayesian Parameters Adjustments. SIAM J. Control. Optim. 56(2): 1038-1057 (2018) - 2017
- [j21]Bruno Bouchard, Xiaolu Tan, Xavier Warin, Yiyi Zou:
Numerical approximation of BSDEs using local polynomial drivers and branching processes. Monte Carlo Methods Appl. 23(4): 241-263 (2017) - [j20]Bruno Bouchard, Grégoire Loeper, Yiyi Zou:
Hedging of Covered Options with Linear Market Impact and Gamma Constraint. SIAM J. Control. Optim. 55(5): 3319-3348 (2017) - 2016
- [j19]Bruno Bouchard, Marcel Nutz:
Consistent price systems under model uncertainty. Finance Stochastics 20(1): 83-98 (2016) - [j18]Bruno Bouchard, Grégoire Loeper, Yiyi Zou:
Almost-sure hedging with permanent price impact. Finance Stochastics 20(3): 741-771 (2016) - [j17]Bruno Bouchard, Marcel Nutz:
Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions. Math. Oper. Res. 41(1): 109-124 (2016) - [j16]Bruno Bouchard, Géraldine Bouveret, Jean-François Chassagneux:
A Backward Dual Representation for the Quantile Hedging of Bermudan Options. SIAM J. Financial Math. 7(1): 215-235 (2016) - [j15]Bruno Bouchard, Ludovic Moreau, H. Mete Soner:
Hedging Under an Expected Loss Constraint with Small Transaction Costs. SIAM J. Financial Math. 7(1): 508-551 (2016) - 2013
- [j14]Bruno Bouchard, Ngoc-Minh Dang:
Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation. Finance Stochastics 17(1): 31-72 (2013) - 2012
- [j13]Bruno Bouchard, Thanh Nam Vu:
A Stochastic Target Approach for P&L Matching Problems. Math. Oper. Res. 37(3): 526-558 (2012) - [j12]Bruno Bouchard, Ngoc-Minh Dang:
Optimal control versus stochastic target problems: An equivalence result. Syst. Control. Lett. 61(2): 343-346 (2012) - [j11]Bruno Bouchard, Marcel Nutz:
Weak Dynamic Programming for Generalized State Constraints. SIAM J. Control. Optim. 50(6): 3344-3373 (2012) - 2011
- [j10]Bruno Bouchard, Nizar Touzi:
Weak Dynamic Programming Principle for Viscosity Solutions. SIAM J. Control. Optim. 49(3): 948-962 (2011) - [j9]Bruno Bouchard, Ngoc-Minh Dang, Charles-Albert Lehalle:
Optimal Control of Trading Algorithms: A General Impulse Control Approach. SIAM J. Financial Math. 2(1): 404-438 (2011) - [i1]Bruno Bouchard, Marcel Nutz:
Weak Dynamic Programming for Generalized State Constraints. CoRR abs/1105.0745 (2011) - 2010
- [j8]Bruno Bouchard, Romuald Elie, Cyril Imbert:
Optimal Control under Stochastic Target Constraints. SIAM J. Control. Optim. 48(5): 3501-3531 (2010)
2000 – 2009
- 2009
- [j7]Bruno Bouchard, Romuald Elie, Nizar Touzi:
Stochastic Target Problems with Controlled Loss. SIAM J. Control. Optim. 48(5): 3123-3150 (2009) - 2008
- [j6]Bruno Bouchard:
Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints. SIAM J. Control. Optim. 47(4): 1785-1813 (2008) - 2006
- [j5]Bruno Bouchard:
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure. Finance Stochastics 10(2): 276-297 (2006) - [j4]Imen Bentahar, Bruno Bouchard:
Barrier Option Hedging under Constraints: A Viscosity Approach. SIAM J. Control. Optim. 45(5): 1846-1874 (2006) - 2004
- [j3]Bruno Bouchard, Ivar Ekeland, Nizar Touzi:
On the Malliavin approach to Monte Carlo approximation of conditional expectations. Finance Stochastics 8(1): 45-71 (2004) - [j2]Bruno Bouchard, Huyên Pham:
Wealth-path dependent utility maximization in incomplete markets. Finance Stochastics 8(4): 579-603 (2004) - 2002
- [j1]Bruno Bouchard:
Utility maximization on the real line under proportional transaction costs. Finance Stochastics 6(4): 495-516 (2002)
Coauthor Index
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