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~subject:"Optionspreistheorie"
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Optionspreistheorie
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16
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Touzi, Nizar
15
Renault, Eric
5
Pastorello, Sergio
2
Pham, Huyên
2
Romano, Marc
2
Barles, Guy
1
Bouchard, Bruno
1
Burdeau, Julien
1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
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1
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1
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ECONIS (ZBW)
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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
Saved in:
2
Critical stock price near expiration
Barles, Guy
;
Burdeau, Julien
;
Romano, Marc
;
Samsœn, Nicolas
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001185060
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
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
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
10
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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