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A note on the utility based option pricing with proportional transaction costs under large risk aversion
Bouchard, Bruno - 2000
Persistent link: https://www.econbiz.de/10001548990
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Consistent price systems under model uncertainty
Bouchard, Bruno; Nutz, Marcel - In: Finance and stochastics 20 (2016) 1, pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
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Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno; Kabanov, Jurij M.; Touzi, Nizar - In: Decisions in economics and finance : DEF ; a journal of … 24 (2001) 2, pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
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Robust fundamental theorem for continuous processes
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; … - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 963-987
Persistent link: https://www.econbiz.de/10011764999