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
Option pricing by large risk a...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
86
Theory
86
Transaction costs
35
Transaktionskosten
35
Hedging
31
Option pricing theory
27
Optionspreistheorie
27
Portfolio selection
26
Portfolio-Management
26
Stochastic process
21
Stochastischer Prozess
21
Arbitrage Pricing
13
Arbitrage pricing
13
Martingal
13
Martingale
13
Option trading
9
Optionsgeschäft
9
Volatility
9
Volatilität
9
CAPM
8
Mathematical programming
8
Mathematische Optimierung
8
Probability theory
7
Wahrscheinlichkeitsrechnung
7
Derivat
6
Derivative
6
Agency theory
5
Arbitrage
5
Black-Scholes model
5
Black-Scholes-Modell
5
Dynamic programming
5
Dynamische Optimierung
5
FINANCIAL MARKET
5
Incomplete market
5
Prinzipal-Agent-Theorie
5
Risiko
5
Risk
5
Unvollkommener Markt
5
Devisenmarkt
4
Electric power industry
4
more ...
less ...
Online availability
All
Undetermined
28
Free
9
Type of publication
All
Article
87
Book / Working Paper
50
Type of publication (narrower categories)
All
Article in journal
76
Aufsatz in Zeitschrift
76
Arbeitspapier
24
Working Paper
24
Graue Literatur
19
Non-commercial literature
19
Amtsdruckschrift
10
Government document
10
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie
1
Bibliografie enthalten
1
Bibliography included
1
Konferenzschrift
1
Lehrbuch
1
Statistics
1
Statistik
1
Textbook
1
more ...
less ...
Language
All
English
109
Undetermined
28
Author
All
Touzi, Nizar
49
Kabanov, Jurij M.
37
Bouchard, Bruno
25
Touzi, N.
24
Jouini, Elyès
7
Renault, E.
7
Pham, Huyên
6
Renault, Eric
6
Soner, Halil Mete
6
Jouini, E.
5
Koehl, Pierre-François
5
Stricker, Christophe
5
Bouchard, B.
4
Aïd, René
3
Björk, Tomas
3
Elie, Romuald
3
Lépinette, Emmanuel
3
Nutz, Marcel
3
Pergamenshchikov, Serguei
3
Pham, H.
3
Porchet, Arnaud
3
Possamaï, Dylan
3
Runggaldier, Wolfgang J.
3
Ai͏̈d, René
2
Bentahar, Imen
2
Carassus, Laurence
2
Chemla, Gilles
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Ekeland, Ivar
2
Föllmer, Hans
2
Gourieroux, C.
2
Grépat, Julien
2
Huu, Adrien Nguyen
2
Kardaras, Constantinos
2
Koehl, P.F.
2
Moreau, Ludovic
2
Pastorello, S.
2
Pastorello, Sergio
2
more ...
less ...
Institution
All
Centre de recherche de mathématiques et économie mathématique (CERMSEM), Centre d'Économie de la Sorbonne
5
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
3
arXiv.org
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Finance and stochastics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Journal of mathematical economics
7
Papiers d'Economie Mathématique et Applications
5
Mathematics of operations research
3
Papers / arXiv.org
3
Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
Toulouse - GREMAQ
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
SFB 649 discussion paper
2
Stochastic Processes and their Applications
2
Working paper series in economics and finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in mathematical economics
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers of interdisciplinary research project 373
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
International journal of theoretical and applied finance
1
Journal of Mathematical Economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Market microstructure and liquidity
1
Mathematical Finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Numerical methods in finance
1
Numerical methods in finance : Bordeaux, June 2010
1
Operations research
1
Paris Princeton lectures on mathematical finance
1
Quantitative finance
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Springer finance
1
The European Journal of Finance
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
109
RePEc
26
OLC EcoSci
2
Showing
91
-
100
of
137
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
91
Optimal investment with taxes : an existence result
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
- In:
Journal of mathematical economics
33
(
2000
)
4
,
pp. 373-388
Persistent link: https://www.econbiz.de/10001485374
Saved in:
92
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:
93
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
Saved in:
94
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
Saved in:
95
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:
96
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:
97
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
98
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
99
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:
100
Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980449
Saved in:
First
Prev
5
6
7
8
9
10
11
12
13
14
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
