The following pages link to Nizar Touzi (Q259563):
Displaying 50 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- An explicit martingale version of the one-dimensional Brenier theorem (Q309163) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Optimal stochastic control, stochastic target problems, and backward SDE. (Q424646) (← links)
- Quasi-sure stochastic analysis through aggregation (Q428554) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Tightness and duality of martingale transport on the Skorokhod space (Q511137) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint (Q737181) (← links)
- On the robust superhedging of measurable claims (Q743072) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Monte Carlo estimation of a joint density using Malliavin calculus, and application to American options (Q853652) (← links)
- (Q981017) (redirect page) (← links)
- On the Monte Carlo simulation of BSDEs: an improvement on the Malliavin weights (Q981018) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- American options exercise boundary when the volatility changes randomly (Q1288991) (← links)
- A closed-form solution to the problem of super-replication under transaction costs (Q1297907) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- The fundamental theorem of asset pricing with cone constraints (Q1300412) (← links)
- A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
- Optimal investment with taxes: An existence result (Q1567186) (← links)
- Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
- Option pricing by large risk aversion utility under transaction costs (Q1601359) (← links)
- Complete duality for martingale optimal transport on the line (Q1681599) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Unbiased simulation of stochastic differential equations (Q1704137) (← links)
- The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
- Branching diffusion representation of semilinear PDEs and Monte Carlo approximation (Q1731144) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Vector-valued coherent risk measures (Q1776019) (← links)
- Super-replication under proportional transaction costs: From discrete to continuous-time models (Q1809500) (← links)
- Dynamic programming for stochastic target problems and geometric flows (Q1849473) (← links)
- Dual formulation of the utility maximization problem under transaction costs (Q1872433) (← links)
- Explicit solution to the multivariate super-replication problem under transaction costs. (Q1872495) (← links)
- Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. (Q1877518) (← links)
- Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
- On the Malliavin approach to Monte Carlo approximation of conditional expectations (Q1887263) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks (Q2013566) (← links)
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation (Q2240887) (← links)
- Monotone martingale transport plans and Skorokhod embedding (Q2402432) (← links)
