Utility maximization on the real line under proportional transaction costs. - Bruno Bouchard 002 (Finance Stochastics, 2002)

On the Malliavin approach to Monte Carlo approximation of conditional expectations. - Bruno Bouchard 002; Ivar Ekeland; Nizar Touzi (Finance Stochastics, 2004)

Wealth-path dependent utility maximization in incomplete markets. - Bruno Bouchard 002; Huyên Pham (Finance Stochastics, 2004)

No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure. - Bruno Bouchard 002 (Finance Stochastics, 2006)

Barrier Option Hedging under Constraints: A Viscosity Approach. - Imen Bentahar; Bruno Bouchard 002 (SIAM J. Control. Optim., 2006)

Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints. - Bruno Bouchard 002 (SIAM J. Control. Optim., 2008)

Stochastic Target Problems with Controlled Loss. - Bruno Bouchard 002; Romuald Elie; Nizar Touzi (SIAM J. Control. Optim., 2009)

Optimal Control under Stochastic Target Constraints. - Bruno Bouchard 002; Romuald Elie; Cyril Imbert (SIAM J. Control. Optim., 2010)

Weak Dynamic Programming Principle for Viscosity Solutions. - Bruno Bouchard 002; Nizar Touzi (SIAM J. Control. Optim., 2011)

Optimal Control of Trading Algorithms: A General Impulse Control Approach. - Bruno Bouchard 002; Ngoc-Minh Dang; Charles-Albert Lehalle (SIAM J. Financial Math., 2011)

A Stochastic Target Approach for P&L Matching Problems. - Bruno Bouchard 002; Thanh Nam Vu (Math. Oper. Res., 2012)

Optimal control versus stochastic target problems: An equivalence result. - Bruno Bouchard 002; Ngoc-Minh Dang (Syst. Control. Lett., 2012)

Weak Dynamic Programming for Generalized State Constraints. - Bruno Bouchard 002; Marcel Nutz (SIAM J. Control. Optim., 2012)

Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation. - Bruno Bouchard 002; Ngoc-Minh Dang (Finance Stochastics, 2013)

Almost-sure hedging with permanent price impact. - Bruno Bouchard 002; Grégoire Loeper; Yiyi Zou (Finance Stochastics, 2016)

Consistent price systems under model uncertainty. - Bruno Bouchard 002; Marcel Nutz (Finance Stochastics, 2016)

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions. - Bruno Bouchard 002; Marcel Nutz (Math. Oper. Res., 2016)

A Backward Dual Representation for the Quantile Hedging of Bermudan Options. - Bruno Bouchard 002; Géraldine Bouveret; Jean-François Chassagneux (SIAM J. Financial Math., 2016)

Hedging Under an Expected Loss Constraint with Small Transaction Costs. - Bruno Bouchard 002; Ludovic Moreau; H. Mete Soner (SIAM J. Financial Math., 2016)

Numerical approximation of BSDEs using local polynomial drivers and branching processes. - Bruno Bouchard 002; Xiaolu Tan; Xavier Warin; Yiyi Zou (Monte Carlo Methods Appl., 2017)

Hedging of Covered Options with Linear Market Impact and Gamma Constraint. - Bruno Bouchard 002; Grégoire Loeper; Yiyi Zou (SIAM J. Control. Optim., 2017)

Equilibrium returns with transaction costs. - Bruno Bouchard 002; Masaaki Fukasawa; Martin Herdegen; Johannes Muhle-Karbe (Finance Stochastics, 2018)

Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications. - Bruno Bouchard 002; H. Mete Soner; Nizar Touzi (J. Optim. Theory Appl., 2018)

Optimal Control Under Uncertainty and Bayesian Parameters Adjustments. - Nicolas Baradel; Bruno Bouchard 002; Ngoc-Minh Dang (SIAM J. Control. Optim., 2018)

Second-Order Stochastic Target Problems with Generalized Market Impact. - Bruno Bouchard 002; Grégoire Loeper; Halil Mete Soner; Chao Zhou (SIAM J. Control. Optim., 2019)

Quenched Mass Transport of Particles Toward a Target. - Bruno Bouchard 002; Boualem Djehiche; Idris Kharroubi (J. Optim. Theory Appl., 2020)

Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems. - Marc Abeille; Bruno Bouchard 002; Lorenzo Croissant (J. Optim. Theory Appl., 2023)

Near-continuous time Reinforcement Learning for continuous state-action spaces. - Lorenzo Croissant; Marc Abeille; Bruno Bouchard 002 (ALT, 2024)