N. Touzi

Identifiers

• name variant N. Touzi 0.60 · backfill

Papers (3)

1. A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options math.PR · 2014 · author #3
2. Martingale Representation Theorem for the G-expectation math.PR · 2010 · author #2
3. Dual formulation of the utility maximization problem: the case of nonsmooth utility math.PR · 2004 · author #2

Mentions

• 1401.3921 #3 · backfill · confidence 0.70 N. Touzi
• 1001.3802 #2 · backfill · confidence 0.70 N. Touzi

Frequent Coauthors

• A. Galichon 1 shared papers
• A. Zeghal 1 shared papers
• B. Bouchard 1 shared papers
• H.M. Soner 1 shared papers
• J. Zhang 1 shared papers
• P. Henry-Labord\`ere 1 shared papers