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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
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Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
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Contingent claims and market completeness in a stochastic volatility model
Romano, Marc; Touzi, Nizar - 1993
Persistent link: https://www.econbiz.de/10000874372
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An explicit martingale version of the one-dimensional Brenier theorem
Henry-Labordère, Pierre; Touzi, Nizar - In: Finance and stochastics 20 (2016) 3, pp. 635-668
Persistent link: https://www.econbiz.de/10011531053
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Monte Carlo methods for stochastic volatility models
Fournié, E.; Lasry, J. M.; Touzi, Nizar - In: Numerical methods in finance, (pp. 146-164). 2008
Persistent link: https://www.econbiz.de/10003723936
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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
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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/10001493867
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American options exercise boundary when the volatility changes randomly
Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924111
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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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