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Vector-valued coherent risk measures
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar - In: Finance and stochastics 8 (2004) 4, pp. 531-552
Persistent link: https://www.econbiz.de/10002261484
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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
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Dynamic programming approach to principal-agent problems
Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar - In: Finance and stochastics 22 (2018) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10011945612
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On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001910692
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Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald; Touzi, Nizar - In: Finance and stochastics 12 (2008) 3, pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
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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
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Convergence of utility functions and convergence of optimal strategies
Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 8 (2004) 1, pp. 133-144
Persistent link: https://www.econbiz.de/10001910824
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Arbitrage and investment opportunities
Jouini, Elyès; Napp, Clotilde - In: Finance and stochastics 5 (2001) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
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Convergence of the equilibrium prices in a family of financial models
Jouini, Elyès - In: Finance and stochastics 7 (2003) 4, pp. 491-507
Persistent link: https://www.econbiz.de/10001800684
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A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša; Pham, Huyên; Touzi, Nizar - In: Finance and stochastics 3 (1999) 1, pp. 35-54
Persistent link: https://www.econbiz.de/10001367451