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Jocelyne Bion–Nadal · Study

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Jocelyne Bion–Nadal

5 works· latest 2019· 2 institutionscluster: provisional

h-index5

i105

Citations365

Works here5

07

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19

Most cited in this library

Dynamic risk measures: Time consistency and risk measures from BMO martingales2007 · 130 citations
Time consistent dynamic risk processes2008 · 103 citations
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk2009 · 54 citations
Risk measuring under model uncertainty2012 · 48 citations
On a Wasserstein-type distance between solutions to stochastic differential equations2019 · 30 citations

Works

5 shown

On a Wasserstein-type distance between solutions to stochastic differential equations

The Annals of Applied Probability·2019·2 authors·Open access

30citations

Risk measuring under model uncertainty

The Annals of Applied Probability·2012·2 authors·Open access

48citations

Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk

Journal of Mathematical Economics·2009·1 author

54citations

Time consistent dynamic risk processes

Stochastic Processes and their Applications·2008·1 author·Open access

103citations

Dynamic risk measures: Time consistency and risk measures from BMO martingales

Finance and Stochastics·2007·1 author

130citations