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~subject:"Option pricing theory"
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Option pricing theory
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Touzi, Nizar
13
Renault, Eric
5
Pastorello, Sergio
2
Bouchard, Bruno
1
Fournié, E.
1
Gouriéroux, Christian
1
Henry-Labordère, Pierre
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Kabanov, Jurij M.
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Koehl, Pierre-François
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ECONIS (ZBW)
13
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1
An explicit martingale version of the one-dimensional Brenier theorem
Henry-Labordère, Pierre
;
Touzi, Nizar
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 635-668
Persistent link: https://www.econbiz.de/10011531053
Saved in:
2
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
3
Monte Carlo methods for stochastic volatility models
Fournié, E.
;
Lasry, J. M.
;
Touzi, Nizar
- In:
Numerical methods in finance
,
(pp. 146-164)
.
2008
Persistent link: https://www.econbiz.de/10003723936
Saved in:
4
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
5
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
6
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
7
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
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:
9
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
10
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
1
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