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J. Frédéric Bonnans · Study

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J. Frédéric Bonnans

3 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0003-0988-9865

h-index3

i103

Citations164

Works here3

03

13

19

Most cited in this library

Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation2003 · 107 citations
Schauder Estimates for a Class of Potential Mean Field Games of Controls2019 · 33 citations
A Model-Free No-arbitrage Price Bound for Variance Options2013 · 24 citations

Works

3 shown

Schauder Estimates for a Class of Potential Mean Field Games of Controls

Applied Mathematics & Optimization·2019·3 authors·Open access

33citations

A Model-Free No-arbitrage Price Bound for Variance Options

Applied Mathematics & Optimization·2013·2 authors·Open access

24citations

Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation

SIAM Journal on Numerical Analysis·2003·2 authors·Open access

107citations