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researcher

J. Bion-Nadal

11 papers hereh-index 10510 citations22 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author5
  • last author1

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • math.FA1
  • q-fin.PM1
  • q-fin.RM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20062017
most citedDynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure

14 citations · 23 across the 7 of their papers we have counts for

collaborators
Showing math.FAShow all

1 paper · 1 filter

math.FA2014

Representation of convex operators and their static and dynamic sandwich extensions

Jocelyne Bion-Nadal, Giulia Di Nunno

Monotone convex operators and time-consistent systems of operators appear naturally in stochastic optimization and mathematical finance in the context of pricing and risk measureme…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.