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Touzi, Nizar
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Pham, Huyên
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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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OLC EcoSci
RePEc
1,463
ECONIS (ZBW)
75
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1
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1
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1
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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
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2
ARTICLES - Testing for Embeddability by Stationary Reversible Continuous-Time Markov Processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10006991062
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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
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
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5
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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6
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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7
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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8
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
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9
Contingent Claims and Market Completeness in a Stochastic Volatility Model
Romano, Marc
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10008219656
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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