4. Mathematics
  5. Probability

Jocelyne Bion-Nadal

Mathematics – Probability

Scientist

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Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk

Mathematics – Probability
Scientific paper

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Dynamic risk measuring under model uncertainty: taking advantage of the hidden probability measure

Mathematics – Probability
Scientific paper

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Extension theorems for linear operators on $L_\infty$ and application to price systems

Mathematics – Probability
Scientific paper

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Risk measuring under model uncertainty

Economy – Quantitative Finance – Risk Management
Scientific paper

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Time Consistent Dynamic Limit Order Books Calibrated on Options

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Profile ID: LFWR-SCP-P-100487

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