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211
Contingent Claims and Market Completeness in a Stochastic Volatility Model
Romano, Marc
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10008219656
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212
Equilibrium State Prices in a Stochastic Volatility Model
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 215
Persistent link: https://www.econbiz.de/10008220411
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213
Option Hedging and Implied Volatilities in a Stochastic Volatility Model
Renault, Eric
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10008220893
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214
Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald
;
Touzi, Nizar
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10008221086
Saved in:
215
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
Carmona, René
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10008221222
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216
HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING
Soner, H.Mete
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10008222125
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217
Vector-valued coherent risk measures
Jouini, Elyés
;
Meddeb, Moncef
;
Touzi, Nizar
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 531-552
Persistent link: https://www.econbiz.de/10008223281
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218
Law invariant risk measures have the Fatou property
Jouini, Elyès
;
Schachmayer, Walter
;
Touzi, Nizar
- In:
Advances in mathematical economics
9
(
2006
),
pp. 49-71
Persistent link: https://www.econbiz.de/10009902291
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219
Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Mrad, Moez
;
Touzi, Nizar
;
Zeghal, Amina
- In:
Computational economics
27
(
2006
)
4
,
pp. 497-532
Persistent link: https://www.econbiz.de/10007267715
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220
ARTICLES - Testing for Embeddability by Stationary Reversible Continuous-Time Markov Processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
- In:
Econometric theory
14
(
1998
)
6
,
pp. 744-769
Persistent link: https://www.econbiz.de/10006991062
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