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Touzi, Nizar
19
Pham, Huyên
4
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3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Finance and stochastics
5
Mathematical methods of operations research
2
Advances in mathematical economics
1
Computational economics
1
Econometric theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
Journal of mathematical economics
1
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1
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OLC EcoSci
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75
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1
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Critical Stock Price Near Expiration
Barles, Guy
;
Burdeau, Julien
;
Romano, Marc
;
Samsoen, Nicolas
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 77-96
Persistent link: https://www.econbiz.de/10008223672
Saved in:
2
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-280
Persistent link: https://www.econbiz.de/10006052953
Saved in:
3
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/10006626462
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4
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
;
Scheinkman, José Alexandre
;
Touzi, …
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006788949
Saved in:
5
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. 45-72
Persistent link: https://www.econbiz.de/10008215023
Saved in:
6
ARTICLES - No Arbitrage in Discrete Time under Portfolio Constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10008216988
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7
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/10008217757
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8
Applications of Malliavin calculus to Monte Carlo methods in finance
Fournié, Eric
;
Lasry, Jean-Michel
;
Lebuchoux, Jérôme
; …
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 391-412
Persistent link: https://www.econbiz.de/10008218048
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9
A closed-form solution to the problem of super-replication under transaction costs
Cvitanic, Jaksa
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10008218083
Saved in:
10
Equilibrium State Prices in a Stochastic Volatility Model
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 215
Persistent link: https://www.econbiz.de/10008220411
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