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Vector-valued coherent risk measures
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar - In: Finance and stochastics 8 (2004) 4, pp. 531-552
Persistent link: https://www.econbiz.de/10002261484
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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
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On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-72
Persistent link: https://www.econbiz.de/10008215023
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Applications of Malliavin calculus to Monte Carlo methods in finance
Fournié, Eric; Lasry, Jean-Michel; Lebuchoux, Jérôme; … - In: Finance and stochastics 3 (1999) 4, pp. 391-412
Persistent link: https://www.econbiz.de/10008218048
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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
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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
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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
Cover Image
On the Malliavin approach to Monte Carlo approximation of conditional expectations
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar - In: Finance and stochastics 8 (2004) 1, pp. 45-71
Persistent link: https://www.econbiz.de/10001910692
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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/10003899189
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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