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Jocelyne Bion-Nadal
Publication Activity (10 Years)
Years Active: 2008-2020
Publications (10 Years): 1
Top Topics
Upper Bound
Minimum Risk
Dynamic Environments
Data Sets
Top Venues
Finance Stochastics
SIAM J. Financial Math.
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Publications
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Jocelyne Bion-Nadal
,
Giulia Di Nunno
Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds.
SIAM J. Financial Math.
11 (2) (2020)
Jocelyne Bion-Nadal
,
Giulia Di Nunno
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞.
Finance Stochastics
17 (3) (2013)
Jocelyne Bion-Nadal
Dynamic risk measures: Time consistency and risk measures from BMO martingales.
Finance Stochastics
12 (2) (2008)