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~isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Open Access publications from Université Paris-Dauphine
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1
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
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2
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
Saved in:
3
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
4
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
5
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:
6
Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980449
Saved in:
7
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
8
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
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