Narrow search
Showing 1 - 10 of 12
Cover Image
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
Cover Image
Arbitrage and super-replication cost with convex constraints
Carassus, Laurence; Pham, Huyên; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000980462
Cover Image
Option hedging and implicit volatilities in a stochastic volatility model
Renault, Eric; Touzi, Nizar - 1993 - Rev
Persistent link: https://www.econbiz.de/10000874371
Cover Image
Statistical inference for random variance option pricing
Pastorello, Sergio; Renault, Eric; Touzi, Nizar - 1997
Persistent link: https://www.econbiz.de/10000984169
Cover Image
Monte Carlo methods for stochastic volatility models
Fournié, E.; Lasry, J. M.; Touzi, Nizar - In: Numerical methods in finance, (pp. 146-164). 2008
Persistent link: https://www.econbiz.de/10003723936
Cover Image
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard; Touzi, Nizar - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Cover Image
Dynamic programming approach to principal-agent problems
Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar - In: Finance and stochastics 22 (2018) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10011945612
Cover Image
Dynamic contracting in asset management under the investor-partner-manager relationship
Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting - In: Operations research 72 (2024) 3, pp. 903-915
Persistent link: https://www.econbiz.de/10014556839
Cover Image
Coûts de transaction, contraintes de vente à découvert et taxes : une approche unifiée
Carassus, Laurence; Jouini, Elyès - 1997
Persistent link: https://www.econbiz.de/10000980469
Cover Image
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda; Grasselli, Martino; Koehl, … - 1999
Persistent link: https://www.econbiz.de/10001355592