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B. Bouchard

45 papers hereh-index 273.2k citations107 works total

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

author position
  • sole author2
  • first author35
  • middle author5
  • last author2

Across the 44 of 45 papers where every author was matched, so the position is known.

fields
  • math.PR25
  • math.OC7
  • q-fin.PM3
  • q-fin.CP2
  • q-fin.MF2
  • q-fin.PR2
same name
  • B. Bouchard — 6 papers, h 3

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20042026
most citedArbitrage and duality in nondominated discrete-time models

231 citations · 447 across the 35 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

It{ô}-Dupire's formula for C^{0,1}-functionals of c{à}dl{à}g weak Dirichlet processes

Bruno Bouchard, Maximilien Vallet

We extend to c{à}dl{à}g weak Dirichlet processes the C^{0,1}-functional It{ô}-Dupire's formula of Bouchard, Loeper and Tan (2021). In particular, we provide sufficient conditions u…

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