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