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12
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1
Modelling multiperiod carbon markets using singular forward-backward sdes
Chassagneux, Jean-François
;
Chotai, Hinesh
;
Crisan, Dan
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 463-497
Persistent link: https://www.econbiz.de/10014312566
Saved in:
2
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:
3
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
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4
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
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5
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
Saved in:
6
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:
7
Valuation of power plants by utility indifference and numerical computation
Porchet, Arnaud
;
Touzi, Nizar
;
Warin, Xavier
- In:
Mathematical methods of operations research
70
(
2009
)
1
,
pp. 47-75
Persistent link: https://www.econbiz.de/10003881242
Saved in:
8
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
Saved in:
9
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:
10
A structural risk-neutral model of electricity prices
Ai͏̈d, René
;
Campi, Luciano
;
Huu, Adrien Nguyen
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 925-947
Persistent link: https://www.econbiz.de/10003928763
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