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Hedging
Theorie
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Touzi, Nizar
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3
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2
Aïd, René
2
Koehl, Pierre-François
2
Pham, Huyên
2
Renault, Eric
2
Soner, Halil Mete
2
Ai͏̈d, René
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ECONIS (ZBW)
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Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
2
A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte
- In:
Journal of banking & finance
21
(
1997
)
5
,
pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
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/10001428812
Saved in:
4
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric
;
Touzi, Nizar
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000874371
Saved in:
5
No arbitrage conditions and liquidity
Astic, Fabian
;
Touzi, Nizar
- In:
Journal of mathematical economics
43
(
2007
)
6
,
pp. 692-708
Persistent link: https://www.econbiz.de/10003490462
Saved in:
6
Hedging under gamma constraints by optimal stopping and face-lifting
Soner, Halil Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10003543104
Saved in:
7
Hedging and vertical integration in electricity markets
Ai͏̈d, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, …
-
2011
Persistent link: https://www.econbiz.de/10008990073
Saved in:
8
Hedging and vertical integration in electricity markets
Aïd, René
;
Chemla, Gilles
;
Porchet, Arnaud
;
Touzi, Nizar
- In:
Management science : journal of the Institute for …
57
(
2011
)
8
,
pp. 1438-1452
Persistent link: https://www.econbiz.de/10009297008
Saved in:
9
Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
Saved in:
10
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
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