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 | 679 | 2004 |
Arbitrage and duality in nondominated discrete-time models B Bouchard, M Nutz | 260 | 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 | 187 | 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 | 166 | 2012 |
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 |
On the Malliavin approach to Monte Carlo approximation of conditional expectations B Bouchard, I Ekeland, N Touzi Finance and Stochastics 8, 45-71, 2004 | 133 | 2004 |
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 | 103 | 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 | 76 | 2008 |
Weak dynamic programming for generalized state constraints B Bouchard, M Nutz SIAM Journal on Control and Optimization 50 (6), 3344-3373, 2012 | 71 | 2012 |
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 unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou | 57 | 2018 |
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 | 51 | 2018 |
Maturity randomization for stochastic control problems B Bouchard, N El Karoui, N Touzi | 46 | 2005 |