Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
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
Contingent Claims and Market C...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
50
Option pricing theory
15
Optionspreistheorie
15
Transaction costs
15
Hedging
12
Portfolio selection
10
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Agency theory
9
Prinzipal-Agent-Theorie
9
Transaktionskosten
9
viscosity solutions
9
Mathematical programming
7
Mathematische Optimierung
7
Volatility
7
Volatilität
7
Contract theory
6
Electric power industry
6
Elektrizitätswirtschaft
6
Martingal
6
Martingale
6
Vertragstheorie
6
Malliavin calculus
5
Moral Hazard
5
Option trading
5
Optionsgeschäft
5
CAPM
4
Control theory
4
Derivat
4
Derivative
4
Incomplete market
4
Kontrolltheorie
4
Moral hazard
4
Risk
4
Time series analysis
4
Unvollkommener Markt
4
Zeitreihenanalyse
4
Black-Scholes model
3
more ...
less ...
Online availability
All
Free
12
Undetermined
2
Type of publication
All
Article
25
Book / Working Paper
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
14
Working Paper
14
Graue Literatur
12
Non-commercial literature
12
Amtsdruckschrift
7
Government document
7
Statistics
1
Statistik
1
more ...
less ...
Language
All
English
50
Author
All
Touzi, Nizar
49
Jouini, Elyès
10
Koehl, Pierre-François
6
Pham, Huyên
6
Renault, Eric
6
Henry-Labordere, Pierre
5
Soner, Halil Mete
4
Romano, Marc
3
Tan, Xiaolu
3
Ai͏̈d, René
2
Aïd, René
2
Bouchard, Bruno
2
Campi, Luciano
2
Carassus, Laurence
2
Cvitanić, Jakša
2
Elie, Romuald
2
Florens, Jean-Pierre
2
Meddeb, Moncef
2
Pastorello, Sergio
2
Schachermayer, Walter
2
Astic, Fabian
1
Barles, Guy
1
Burdeau, Julien
1
Carmona, René
1
Chemla, Gilles
1
Ekeland, Ivar
1
El Euch, Omar
1
Espinosa, Gilles.Eduard
1
Fermanian, Jean-David
1
Gouriéroux, Christian
1
Hansen, Lars Peter
1
Huu, Adrien Nguyen
1
Jianfeng Zhang
1
Kabanov, Jurij M.
1
Kemper, Annika
1
Mastrolia, Thibaut
1
Obłój, Jan
1
Porchet, Arnaud
1
Possamaï, Dylan
1
Rosenbaum, Mathieu
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Finance and stochastics
5
Journal of mathematical economics
3
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Advances in mathematical economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric theory
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
NYU Working Paper
1
The European journal of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
2
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:
3
Critical stock price near expiration
Barles, Guy
;
Burdeau, Julien
;
Romano, Marc
;
Samsœn, Nicolas
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 77-95
Persistent link: https://www.econbiz.de/10001185060
Saved in:
4
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
5
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:
6
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:
7
American options exercise boundary when the volatility changes randomly
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924111
Saved in:
8
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:
9
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
10
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
