//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Investment with Taxes...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
viscosity solutions
8
Transaction costs
6
Malliavin calculus
5
Fatou property
3
Monte Carlo methods
3
Super-replication
3
dynamic programming
3
electricity markets
3
forward
3
hedging
3
hedging options
3
producers
3
retailers
3
risk measures
3
spot
3
vertical integration
3
BDEs
2
Backward stochastic differential equation
2
Finite differences for PDE
2
Hedging
2
Levy convergence
2
Monte Carlo
2
Monte Carlo approximation
2
Non-linear Monte Carlo methods
2
Optimal investment with taxes
2
Real option
2
Utility indifference
2
Viscosity Solutions
2
Weak approximations
2
Weak compactness
2
asymptotic expansions
2
calculus of variations
2
continuous-time limit
2
electricity prices
2
fuel prices
2
incomplete markets
2
liquidity
2
markets
2
monotone schemes
2
no-arbitrage pricing
2
more ...
less ...
Online availability
All
Undetermined
35
Free
31
Type of publication
All
Book / Working Paper
53
Article
47
Language
All
Undetermined
88
English
12
Author
All
Touzi, Nizar
79
Jouini, Elyes
19
Jouini, Elyès
14
Soner, H. Mete
8
Bouchard, Bruno
7
Napp, Clotilde
7
Porchet, Arnaud
7
Aïd, René
6
Schachermayer, Walter
6
Chemla, Gilles
5
Dylan Possama\"i
4
Henry-Labordere, Pierre
4
Koehl, Pierre-François
4
Meddeb, Moncef
4
Renault, Eric
4
Warin, Xavier
4
Ekeland, Ivar
3
Kallal, Hedi
3
Astic, Fabian
2
Carassus, Laurence
2
Crisan, Dan
2
Elie, Romuald
2
Fahim, Arash
2
Galichon, Alfred
2
Henri-Labordère, Pierre
2
Koehl, Pierre-F.
2
Koehl, Pierre-Francois
2
Manolarakis, Konstantinos
2
Obloj, Jan
2
Pham, Huyen
2
Royer, Guillaume
2
Spoida, Peter
2
Aid, René
1
Alexandre Scheinkman, Jose
1
AÏD, RENÉ
1
Ben Tahar, Imen
1
CAMPI, LUCIANO
1
Campi, Luciano
1
Carlier, Guillaume
1
Carmona, Rene
1
more ...
less ...
Institution
All
Université Paris-Dauphine (Paris IX)
19
arXiv.org
10
HAL
7
Université Paris-Dauphine
6
Finance Department, Stern School of Business
3
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
C.E.P.R. Discussion Papers
1
Department of Economics, Sciences économiques
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
London School of Economics (LSE)
1
Sciences économiques, Sciences Po
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
more ...
less ...
Published in...
All
Economics Papers from University Paris Dauphine
19
Journal of Mathematical Economics
12
Papers / arXiv.org
10
Finance and Stochastics
6
Mathematical Finance
6
Open Access publications from Université Paris-Dauphine
6
Stochastic Processes and their Applications
4
Economics Letters
3
New York University, Leonard N. Stern School Finance Department Working Paper Seires
3
Post-Print / HAL
3
Working Papers / HAL
3
Computational Statistics
2
Mathematical Methods of Operations Research
2
Revue d'Économie Financière
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
CEPR Discussion Papers
1
Computational Economics
1
Econometric Theory
1
IDEI Working Papers
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Business & Economic Statistics
1
Journal of Econometrics
1
Journal of Economic Dynamics and Control
1
LSE Research Online Documents on Economics
1
Management Science
1
Review of Economic Studies
1
Review of Financial Studies
1
Sciences Po Economics Discussion Papers
1
Sciences Po publications
1
ULB Institutional Repository
1
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
1
more ...
less ...
Source
All
RePEc
ECONIS (ZBW)
168
OLC EcoSci
23
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
100
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment with taxes: an existence result
Jouini, Elyes
;
Koehl, Pierre-F.
;
Touzi, Nizar
- In:
Journal of Mathematical Economics
33
(
2000
)
4
,
pp. 373-388
Persistent link: https://www.econbiz.de/10005521041
Saved in:
2
Sublinear price functionals under portfolio constraints
Koehl, Pierre-F.
;
Pham, Huyen
- In:
Journal of Mathematical Economics
33
(
2000
)
3
,
pp. 339-351
Persistent link: https://www.econbiz.de/10005388255
Saved in:
3
Éditorial
Pollin, Jean-Paul
;
Jouini, Elyes
- In:
Revue d'Économie Financière
74
(
2004
)
1
,
pp. 9-16
Persistent link: https://www.econbiz.de/10010978979
Saved in:
4
A class of models satisfying a dynamical version of the CAPM
Jouini, Elyes
;
Napp, Clotilde
- In:
Economics Letters
79
(
2003
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10005296341
Saved in:
5
Arbitrage and control problems in finance: A presentation
Jouini, Elyes
- In:
Journal of Mathematical Economics
35
(
2001
)
2
,
pp. 167-183
Persistent link: https://www.econbiz.de/10005374062
Saved in:
6
Price functionals with bid-ask spreads: an axiomatic approach
Jouini, Elyes
- In:
Journal of Mathematical Economics
34
(
2000
)
4
,
pp. 547-558
Persistent link: https://www.econbiz.de/10005374071
Saved in:
7
Arbitrage and viability in securities markets with fixed trading costs
Jouini, Elyes
;
Kallal, Hedi
;
Napp, Clotilde
- In:
Journal of Mathematical Economics
35
(
2001
)
2
,
pp. 197-221
Persistent link: https://www.econbiz.de/10005374198
Saved in:
8
A remark on Clarke's normal cone and the marginal cost pricing rule
Jouini, Elyes
- In:
Journal of Mathematical Economics
17
(
1988
)
2-3
,
pp. 309-315
Persistent link: https://www.econbiz.de/10005374355
Saved in:
9
A remark on Clarke's normal cone and the marginal cost pricing rule
Jouini, Elyes
- In:
Journal of Mathematical Economics
18
(
1989
)
1
,
pp. 95-101
Persistent link: https://www.econbiz.de/10005374369
Saved in:
10
Comonotonic processes
Jouini, Elyes
;
Napp, Clotilde
- In:
Insurance: Mathematics and Economics
32
(
2003
)
2
,
pp. 255-265
Persistent link: https://www.econbiz.de/10005374554
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->