Bruno Bouchard

Université Paris Dauphine - CEREMADE

Place du Marechal de Lattre de Tassigny

Paris Cedex 16, 75775

France

SCHOLARLY PAPERS

6

DOWNLOADS

271

SSRN CITATIONS
Rank 31,259

SSRN RANKINGS

Top 31,259

in Total Papers Citations

0

CROSSREF CITATIONS

25

Scholarly Papers (6)

1.

Equilibrium Returns with Transaction Costs

Number of pages: 27 Posted: 29 Jul 2017 Last Revised: 13 Mar 2018
Université Paris Dauphine - CEREMADE, Osaka University, University of Warwick - Department of Statistics and Imperial College London - Department of Mathematics
Downloads 180 (186,855)

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equilibrium, transaction costs, liquidity premium

2.

Hedging Under an Expected Loss Constraint with Small Transaction Costs

Swiss Finance Institute Research Paper No. 14-60
Number of pages: 42 Posted: 21 Oct 2014 Last Revised: 09 Dec 2016
Bruno Bouchard, Ludovic Moreau and Halil Mete Soner
Université Paris Dauphine - CEREMADE, ETH Zürich - Department of Mathematics and ETH Zürich
Downloads 64 (383,495)
Citation 4

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Expected loss constraint, hedging, transaction cost, asymptotic expansion

3.

Robust No-Free Lunch with Vanishing Risk, a Continuum of Assets and Proportional Transaction Costs

Number of pages: 41 Posted: 30 Mar 2013 Last Revised: 24 Jun 2015
Emmanuel Lepinette, Bruno Bouchard and Erik Taflin
Université Paris-Dauphine - CEREMADE, CNRS, Université Paris Dauphine - CEREMADE and EISTI
Downloads 26 (541,223)

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4.

No Marginal Arbitrage of the Second Kind for High Production Regimes in Discrete Time Production–Investment Models with Proportional Transaction Costs

Mathematical Finance, Vol. 23, Issue 2, pp. 366-386, 2013
Number of pages: 21 Posted: 06 Mar 2013
Bruno Bouchard and Adrien Nguyen Huu
Université Paris Dauphine - CEREMADE and Université Paris Dauphine
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financial markets with transaction costs, nonlinear returns, no‐arbitrage of the second kind, consistent price systems

5.

Superreplication with Proportional Transaction Cost Under Model Uncertainty

Mathematical Finance, Vol. 29, Issue 3, pp. 837-860, 2019
Number of pages: 24 Posted: 28 May 2020
Bruno Bouchard and Shuoqing Deng
Université Paris Dauphine - CEREMADE and affiliation not provided to SSRN
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duality, model uncertainty, superreplication, transaction cost

6.

Robust Fundamental Theorem for Continuous Processes

Mathematical Finance, Vol. 27, Issue 4, pp. 963-987, 2017
Number of pages: 25 Posted: 19 Sep 2017
Sara Biagini, Bruno Bouchard and Marcel Nutz
University of Pisa, Université Paris Dauphine - CEREMADE and Columbia University
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fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model