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 | 2012 | |
|---|---|---|
| j13 |      | Gilles-Edouard Espinosa, Nizar Touzi: Detecting the Maximum of a Scalar Diffusion with Negative Drift. SIAM J. Control and Optimization 50(5): 2543-2572 (2012) |
| 2011 | ||
| j12 | | René Aïd, Gilles Chemla, Arnaud Porchet, Nizar Touzi: Hedging and Vertical Integration in Electricity Markets. Management Science 57(8): 1438-1452 (2011) |
| j11 | | Bruno Bouchard, Nizar Touzi: Weak Dynamic Programming Principle for Viscosity Solutions. SIAM J. Control and Optimization 49(3): 948-962 (2011) |
| 2010 | ||
| j10 | | Umut Çetin, H. Mete Soner, Nizar Touzi: Option hedging for small investors under liquidity costs. Finance and Stochastics 14(3): 317-341 (2010) |
| j9 | | Imen Ben Tahar, H. Mete Soner, Nizar Touzi: Merton Problem with Taxes: Characterization, Computation, and Approximation. SIAM J. Financial Math. 1(1): 366-395 (2010) |
| 2009 | ||
| j8 | | Arnaud Porchet, Nizar Touzi, Xavier Warin: Valuation of power plants by utility indifference and numerical computation. Math. Meth. of OR 70(1): 47-75 (2009) |
| j7 | | H. Mete Soner, Nizar Touzi: The Dynamic Programming Equation for Second Order Stochastic Target Problems. SIAM J. Control and Optimization 48(4): 2344-2365 (2009) |
| j6 | | Bruno Bouchard, Romuald Elie, Nizar Touzi: Stochastic Target Problems with Controlled Loss. SIAM J. Control and Optimization 48(5): 3123-3150 (2009) |
| 2007 | ||
| j5 | | Imen Ben Tahar, H. Mete Soner, Nizar Touzi: The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. SIAM J. Control and Optimization 46(5): 1779-1801 (2007) |
| 2002 | ||
| j4 | | H. Mete Soner, Nizar Touzi: Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions. SIAM J. Control and Optimization 41(2): 404-424 (2002) |
| j3 | | Nizar Touzi, Nicolas Vieille: Continuous-Time Dynkin Games with Mixed Strategies. SIAM J. Control and Optimization 41(4): 1073-1088 (2002) |
| 2000 | ||
| j2 | | H. Mete Soner, Nizar Touzi: Superreplication Under Gamma Constraints. SIAM J. Control and Optimization 39(1): 73-96 (2000) |
| 1999 | ||
| j1 | | Nizar Touzi: Super-replication under proportional transaction costs: From discrete to continuous-time models. Math. Meth. of OR 50(2): 297-320 (1999) |
| 1 | René Aïd | |
| 2 | Bruno Bouchard | |
| 3 | Gilles Chemla | |
| 4 | Romuald Elie | |
| 5 | Gilles-Edouard Espinosa | |
| 6 | Arnaud Porchet | |
| 7 | H. Mete Soner | |
| 8 | Imen Ben Tahar | |
| 9 | Nicolas Vieille | |
| 10 | Xavier Warin | |
| 11 | Umut Çetin |
Colors in the list of coauthors
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