Nizar Touzi

Discipline

Economies et finances (15)

Type de document

Articles (10) Textes imprimés (4) Prépublication (1) Livres et chapitres d'ouvrages (1)

Co-auteur

Date

Source

Mot-clé

spectacle (9) Control (9) Finance (9) Finance (9) volatilité (5) temps (durée) (5) papier (5) science économique (5) Case (5) Weights and measures (5) Value (5) Time (5) Paper (5) Mathematics (5) Grammar, Comparative and general--Case (5) Economics (5) Case (5) Mathematics (5) risque (4) modèle (4) contrat (4) ordre (4) Risk (4) Order (4) Example (4) Contracts (4) Addition (4) prix (3) méthodologie (3) marché (3)

Documents écrit par Nizar Touzi (16) | parle de Nizar Touzi (0)

Entropic optimal planning for path-dependent mean field games
Zhenjie Ren et al. (18 déc. 2023)
A Principal-Agent Framework for Optimal Incentives in Renewable Investments
René Aïd et al. (23 févr. 2023)
Is there a Golden Parachute in Sannikov's principal-agent problem?
Dylan Possamaï et al. (10 juil. 2020)
Random horizon principal-agent problems
Yiqing Lin et al. (25 févr. 2020)
Optimal electricity demand response contracting with responsiveness incentives
René Aïd et al. (21 oct. 2018)
Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options
Moez Mrad et al. (26 juin 2014)
A stochastic control approach to No-Arbitrage bounds given marginals, with an application to Lookback options
Alfred Galichon et al.
A stochastic control approach to No-Arbitrage bounds given marginals, with an application to Lookback options
Alfred Galichon et al.
Paris-Princeton Lectures on Mathematical Finance
Jose Scheinkman et al. (15 mai 2010)
Optimal Risk Sharing for Law Invariant Monetary Utility Functions
Elyès Jouini et al. (2007)
Law Invariant Risk Measures Have the Fatou Property
Elyès Jouini et al. (1 janv. 2006)
Vector-valued Coherent Risk Measures
Elyès Jouini et al. (2004)
Continuous-Time Dynkin Games with Mixed Strategies
Nicolas Vieille et al. (2002)
Optimal investment with taxes: an existence result
Elyès Jouini et al. (2000)
Optimal investment with taxes: an optimal control problem with endogeneous delay
Elyès Jouini et al. (1999)
Incomplete markets, transaction costs and liquidity effects
Elyès Jouini et al. (1997)