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Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
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The fundamental theorem of asset pricing with cone constraints
Pham, Huyên; Touzi, Nizar - In: Journal of mathematical economics 31 (1999) 2, pp. 265-279
Persistent link: https://www.econbiz.de/10001415905
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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. 315-329
Persistent link: https://www.econbiz.de/10001651141
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Option hedging for small investors under liquidity costs
Çetin, Umut; Soner, Halil Mete; Touzi, Nizar - In: Finance and stochastics 14 (2010) 3, pp. 317-341
Persistent link: https://www.econbiz.de/10010216487