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Search: person:"Touzi, N."
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Theorie
36
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36
Option pricing theory
13
Optionspreistheorie
13
Hedging
9
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9
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9
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English
49
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Touzi, Nizar
49
Touzi, N.
25
Jouini, Elyès
7
Renault, E.
7
Renault, Eric
6
Jouini, E.
5
Koehl, Pierre-François
5
Pham, Huyên
5
Soner, Halil Mete
5
Aïd, René
3
Pham, H.
3
Porchet, Arnaud
3
Possamaï, Dylan
3
Ai͏̈d, René
2
Bouchard, B.
2
Bouchard, Bruno
2
Carassus, Laurence
2
Chemla, Gilles
2
Cvitanić, Jakša
2
Ekeland, Ivar
2
Elie, Romuald
2
Gourieroux, C.
2
Koehl, P.F.
2
Pastorello, S.
2
Pastorello, Sergio
2
Romano, Marc
2
Schachermayer, W.
2
Soner, H.M.
2
Astic, Fabian
1
Campi, Luciano
1
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1
Carlier, Guillaume
1
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1
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1
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1
Crisan, D.
1
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1
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1
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Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
5
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
3
arXiv.org
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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8
Finance and stochastics
6
Papiers d'Economie Mathématique et Applications
5
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4
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3
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2
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2
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2
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2
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2
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1
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1
Decisions in Economics and Finance
1
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1
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1
International journal of theoretical and applied finance
1
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1
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1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics and financial economics
1
Mathematics of operations research
1
Numerical methods in finance
1
Operations research
1
Paris Princeton lectures on mathematical finance
1
Stochastic Processes and their Applications
1
The European Journal of Finance
1
The European journal of finance
1
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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ECONIS (ZBW)
49
RePEc
24
OLC EcoSci
2
Showing
21
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30
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75
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21
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:
22
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:
23
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:
24
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
Jouini, E.
;
Schachermayer, W.
;
Touzi, N.
- In:
Mathematical Finance
18
(
2008
)
2
,
pp. 269-292
Persistent link: https://www.econbiz.de/10005023794
Saved in:
25
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:
26
No arbitrage conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
27
Optimal derivatives design for mean-variance agents under adverse selection
Carlier, Guillaume
;
Ekeland, Ivar
;
Touzi, Nizar
- In:
Mathematics and financial economics
1
(
2007
)
1
,
pp. 57-80
Persistent link: https://www.econbiz.de/10003576940
Saved in:
28
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:
29
Statistical Inference for Random Variance Option Pricing
Pastorello, S,
;
Renault, E,
;
Touzi, N,
-
Centre de Recherche en Économie et Statistique …
-
1997
Persistent link: https://www.econbiz.de/10005704054
Saved in:
30
Law invariant risk measures have the Fatou property
Jouini, Elyès
;
Schachmayer, Walter
;
Touzi, Nizar
- In:
Advances in mathematical economics
9
(
2006
),
pp. 49-71
Persistent link: https://www.econbiz.de/10003331355
Saved in:
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