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Touzi Nizar

Touzi Nizar

École Polytechnique (Institut Polytechnique de Paris) - Palaiseau / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1661461
Polytechnic School
person_outline Touzi Nizar's MOST POPULAR ARTICLES
1-) Applications of Malliavin calculus to Monte Carlo methods in finance Finance and Stochastics 3 (4), 391-412, 1999
2-) Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations Stochastic Processes and their applications 111 (2), 175-206, 2004
3-) OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1 Mathematical Finance 6 (3), 279-302, 1996
4-) Optimal stochastic control, stochastic target problems, and backward SDE Springer Science & Business Media, 2012
5-) Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2007