//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Equilibrium State Prices in a...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
89
Theory
89
Portfolio selection
31
Portfolio-Management
30
Hedging
22
Stochastic process
21
Stochastischer Prozess
21
Option pricing theory
19
Optionspreistheorie
19
Transaction costs
17
Incomplete market
11
Risk
11
Transaktionskosten
11
Volatility
11
Volatilität
11
Dynamic programming
10
Risiko
10
viscosity solutions
10
Control theory
9
Dynamische Optimierung
9
Electric power industry
9
Elektrizitätswirtschaft
9
Kontrolltheorie
9
Unvollkommener Markt
9
Martingal
8
Martingale
8
Agency theory
7
Mathematical programming
7
Mathematische Optimierung
7
Option trading
7
Optionsgeschäft
7
Prinzipal-Agent-Theorie
7
Börsenkurs
6
CAPM
6
Market microstructure
6
Markov chain
6
Markov-Kette
6
Marktmikrostruktur
6
Share price
6
Electronic trading
5
more ...
less ...
Online availability
All
Free
79
Undetermined
59
Type of publication
All
Article
149
Book / Working Paper
129
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Working Paper
27
Arbeitspapier
24
Graue Literatur
21
Non-commercial literature
21
Amtsdruckschrift
12
Government document
12
Aufsatz im Buch
4
Book section
4
Article
1
Collection of articles of several authors
1
Sammelwerk
1
Statistics
1
Statistik
1
more ...
less ...
Language
All
English
143
Undetermined
135
Author
All
Touzi, Nizar
174
Pham, Huyên
109
Aïd, René
24
Jouini, Elyès
22
Renault, Eric
14
Bouchard, Bruno
13
Porchet, Arnaud
13
Henry-Labordere, Pierre
12
Koehl, Pierre-François
11
Schweizer, Martin
10
Chemla, Gilles
9
Guilbaud, Fabien
9
Jouini, Elyes
9
Soner, H. Mete
9
Tankov, Peter
9
Schachermayer, Walter
8
Warin, Xavier
8
Meddeb, Moncef
7
Ekeland, Ivar
6
Mnif, Mohamed
6
Possamaï, Dylan
6
Elie, Romuald
5
Lamberton, Damien
5
Pham, Huyen
5
Rheinländer, Thorsten
5
Soner, Halil Mete
5
Campi, Luciano
4
Carassus, Laurence
4
Cretarola, Alessandra
4
De Franco, Carmine
4
Dylan Possama\"i
4
Federico, Salvatore
4
Florens, Jean-Pierre
4
Fodra, Pietro
4
Gouriéroux, Christian
4
Gozzi, Fausto
4
Laurent, Jean-Paul
4
Nicolle, Johann
4
Pastorello, Sergio
4
Romano, Marc
4
more ...
less ...
Institution
All
Université Paris-Dauphine (Paris IX)
21
HAL
13
arXiv.org
10
Université Paris-Dauphine
6
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
C.E.P.R. Discussion Papers
1
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Department of Economics, Sciences économiques
1
Finance Department, Stern School of Business
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
London School of Economics (LSE)
1
Sciences économiques, Sciences Po
1
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
1
more ...
less ...
Published in...
All
Finance and stochastics
27
Economics Papers from University Paris Dauphine
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Mathematical Finance
12
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Finance and Stochastics
11
Stochastic Processes and their Applications
11
Papers / arXiv.org
10
Working Papers / HAL
9
Open Access publications from Université Paris-Dauphine
6
Journal of mathematical economics
5
Mathematical methods of operations research
5
Applied mathematical finance
4
International journal of theoretical and applied finance
4
Computational Statistics
3
Journal of Mathematical Economics
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical Methods of Operations Research
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Post-Print / HAL
3
Advances in mathematical economics
2
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Mathematics and financial economics
2
Mathematics of operations research
2
NYU Working Paper
2
Paris Princeton lectures on mathematical finance
2
Research paper series / Swiss Finance Institute
2
SFB 373 Discussion Paper
2
SFB 373 Discussion Papers
2
Swiss Finance Institute Research Paper
2
The journal of computational finance
2
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
2
CEPR Discussion Papers
1
CEPREMAP Working Papers (Couverture Orange)
1
Center for Mathematical Economics Working Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
129
RePEc
111
OLC EcoSci
30
EconStor
4
Other ZBW resources
4
Showing
1
-
10
of
278
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intertemporal equilibrium risk premia in a stochastic volatility model
Pham, Huyên
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000878550
Saved in:
2
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:
3
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980462
Saved in:
4
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:
5
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:
6
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:
7
The fundamental theorem of asset pricing with cone constraints
Pham, Huyên
;
Touzi, Nizar
- In:
Journal of mathematical economics
31
(
1999
)
2
,
pp. 265-280
Persistent link: https://www.econbiz.de/10006052953
Saved in:
8
ARTICLES - 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. 315-330
Persistent link: https://www.econbiz.de/10008216988
Saved in:
9
A closed-form solution to the problem of super-replication under transaction costs
Cvitanic, Jaksa
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10008218083
Saved in:
10
Dual formulation of the utility maximisation problem under transaction costs
Deelstra, Griselda
;
Pham, Huyên
;
Touzi, Nizar
-
Solvay Brussels School of Economics and Management, …
-
2001
Persistent link: https://www.econbiz.de/10008574417
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->