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English
1
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Touzi, Nizar
20
Pham, Huyên
4
Jouini, Elyes
3
Renault, Eric
3
Napp, Clotilde
2
Porchet, Arnaud
2
Aïd, René
1
Bouchard, Bruno
1
Carassus, Laurence
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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
Journal of econometrics
1
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Problèmes économiques : le meilleur de la presse et des revues pour suivre l'actualité
1
Revue d'économie financière : revue trimestrielle de l'Association d'Economie Financière
1
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ECONIS (ZBW)
168
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1
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Science économique - Hétérogénéité des croyances, prix du risque et volatilité des marchés - Revue d'économie financière
Jouini, Elyes
;
Napp, Clotilde
- In:
Problèmes économiques : le meilleur de la presse et …
(
2005
)
2869
,
pp. 33-38
Persistent link: https://www.econbiz.de/10007439913
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2
Arbitrage in Securities Markets with Short-Sales Constraints
Jouini, Elyes
;
Kallal, Hedi
- In:
Mathematical finance : an international journal of …
5
(
1995
)
3
,
pp. 197-232
Persistent link: https://www.econbiz.de/10008223517
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3
Hétérogénéité des croyances, prix du risque et volatilité des marchés
Jouini, Elyes
;
Napp, Clotilde
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 125-137
Persistent link: https://www.econbiz.de/10010080973
Saved in:
4
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:
5
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
Saved in:
6
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:
7
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:
8
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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9
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
Saved in:
10
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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