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Touzi, Nizar
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Carmona, René
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Espinosa, Gilles.Eduard
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Jouini, E.
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Jouini, Elyès
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Pham, Huyên
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Renault, Eric
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Finance and stochastics
6
Papiers d'Economie Mathématique et Applications
5
Journal of mathematical economics
4
Toulouse - GREMAQ
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
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Swiss Finance Institute Research Paper
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Decisions in Economics and Finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion paper / Centre for Economic Policy Research
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Mathematical Finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics and financial economics
1
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1
Numerical methods in finance
1
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Paris Princeton lectures on mathematical finance
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Stochastic Processes and their Applications
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The European Journal of Finance
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The European journal of finance
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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1
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
2
Optimal multiple stopping and valuation of swing options
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10003683246
Saved in:
3
Optimal risk sharing for law invariant monetary utility functions
Jouini, Elyès
;
Schachermayer, Walter
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 269-292
Persistent link: https://www.econbiz.de/10003683277
Saved in:
4
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Jouini, E.
;
Schachermayer, W.
;
Touzi, N.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 269-292
Persistent link: https://www.econbiz.de/10008221221
Saved in:
5
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
6
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
7
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
8
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
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