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174
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25
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25
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22
Bizid, Abdelhamid
16
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15
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14
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14
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14
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13
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13
Meddeb, Moncef
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13
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12
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11
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11
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10
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9
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9
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9
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8
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8
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7
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6
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Porte, Vincent
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26
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22
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
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16
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Finance and Stochastics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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8
Journal of Mathematical Economics
7
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7
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4
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4
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4
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3
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3
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51
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
Saved in:
52
Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924112
Saved in:
53
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
54
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:
55
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
56
Statistical inference for random variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000984169
Saved in:
57
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
Saved in:
58
Option pricing by large risk aversion utility under transaction costs
Bouchard, Bruno
;
Kabanov, Jurij M.
;
Touzi, Nizar
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 127-136
Persistent link: https://www.econbiz.de/10001683843
Saved in:
59
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
Saved in:
60
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
Saved in:
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