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1

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL

Eric Renault, Nizar Touzi

Journal:

Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 1.09 MB

english, 1996

2

Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs

Patrick Cheridito, H. Mete Soner, Nizar Touzi, Nicolas Victoir

Journal:

Communications on Pure and Applied Mathematics

Year:

2007

Language:

english

File:

PDF, 234 KB

english, 2007

3

Biogas production from the sludge of the municipal wastewater treatment plant of Adrar city (southwest of Algeria)

S. Kalloum, H. Bouabdessalem, A. Touzi, A. Iddou, M.S. Ouali

Journal:

Biomass and Bioenergy

Year:

2011

Language:

english

File:

PDF, 793 KB

english, 2011

4

The fundamental theorem of asset pricing with cone constraints

Huyên Pham, Nizar Touzi

Journal:

Journal of Mathematical Economics

Year:

1999

Language:

english

File:

PDF, 120 KB

english, 1999

5

Applications of Malliavin calculus to Monte Carlo methods in finance

Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi

Journal:

Finance and Stochastics

Year:

1999

Language:

english

File:

PDF, 228 KB

english, 1999

6

Contingent Claims and Market Completeness in a Stochastic Volatility Model

Marc Romano, Nizar Touzi

Journal:

Mathematical Finance

Year:

1997

Language:

english

File:

PDF, 151 KB

english, 1997

7

A review of polarimetry in the context of synthetic aperture radar: concepts and information extraction

Touzi, R., Boerner, W M, Lee, J S, Lueneburg, E.

Journal:

Canadian Journal of Remote Sensing

Year:

2004

Language:

english

File:

PDF, 354 KB

english, 2004

8

Unbiased simulation of stochastic differential equations

Henry-Labordère, Pierre, Tan, Xiaolu, Touzi, Nizar

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 357 KB

english, 2017

9

The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach

Cox, Alexander M. G., Obłój, Jan, Touzi, Nizar

Journal:

Probability Theory and Related Fields

Year:

2018

Language:

english

File:

PDF, 976 KB

english, 2018

10

Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications

Bouchard, Bruno, Soner, H. Mete, Touzi, Nizar

Journal:

Journal of Optimization Theory and Applications

Year:

2018

Language:

english

File:

PDF, 300 KB

english, 2018

11

HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING

H. Mete Soner, Nizar Touzi

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 271 KB

english, 2007

12

OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

E. Jouini, W. Schachermayer, N. Touzi

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 225 KB

english, 2008

13

Coherence estimation for SAR imagery

Touzi, R., Lopes, A., Bruniquel, J., Vachon, P.W.

Journal:

IEEE Transactions on Geoscience and Remote Sensing

Year:

1999

Language:

english

File:

PDF, 474 KB

english, 1999

14

A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options

Galichon, A., Henry-Labordère, P., Touzi, N.

Journal:

The Annals of Applied Probability

Year:

2014

Language:

english

File:

PDF, 237 KB

english, 2014

15

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

Espinosa, Gilles-Edouard, Touzi, Nizar

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 437 KB

english, 2015

16

EAU DES VILLES : REPENSER DES SERVICES EN MUTATION || LE SERVICE DE L'EAU POTABLE EN TUNISIE: Le modèle de régulation tarifaire face aux défis futurs

Sarra Touzi, Bernard Barraqué and Sébastien Treyer

Journal:

Revue Tiers Monde

Year:

2010

Language:

french

File:

PDF, 2.61 MB

french, 2010

17

La maladie osseuse de Paget : la dystrophie osseuse la plus fréquente du sujet âgé

Brahem, M., Jguirim, M., Farhat, A., Hachfi, H., Zrour, S., Younes, M., Bèjia, I., Touzi, M., Bergaoui, N.

Journal:

Revue du Rhumatisme

Year:

2016

Language:

french

File:

PDF, 93 KB

french, 2016

18

Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

Henry-Labordère, Pierre, Oudjane, Nadia, Tan, Xiaolu, Touzi, Nizar, Warin, Xavier

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2019

File:

PDF, 844 KB

2019

19

Les facteurs associés à l'évolution de la sciatique commune. À propos de 1092 cas

Ismail Bejia, Mohamed Younes, Saoussen Zrour, Mongi Touzi, Naceur Bergaoui

Journal:

Revue du Rhumatisme

Year:

2004

Language:

french

File:

PDF, 117 KB

french, 2004

20

Prévalence et facteurs associés à la sciatique commune dans une population urbaine tunisienne

Mohamed Younes, Ismail Béjia, Zouhour Aguir, Mondher Letaief, Saoussen Hassen-Zrour, Mongi Touzi, Naceur Bergaoui

Journal:

Revue du Rhumatisme

Year:

2006

Language:

french

File:

PDF, 158 KB

french, 2006

21

Progression radiologique des lésions ostéocartilagineuses des mains et poignets au cours de la polyarthrite rhumatoïde : à propos de 35 cas

W. Korbaa, S. Zrour, M. Younes, K. Baccouche, I. Bejia, M. Touzi, N. Bergaoui

Journal:

Revue du Rhumatisme

Year:

2007

Language:

french

File:

PDF, 145 KB

french, 2007

22

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations

Bruno Bouchard, Nizar Touzi

Journal:

Stochastic Processes and their Applications

Year:

2004

Language:

english

File:

PDF, 424 KB

english, 2004

23

High-Dose Hydrocortisone Hemisuccinate in Scorpion Envenomation

Fekri Abroug, Semir Nouira, Habib Haguiga, Souheil Elatrous, Makhlouf Belghith, Rafik Boujdaria, Naceur Touzi, Slah Bouchoucha

Journal:

Annals of Emergency Medicine

Year:

1997

Language:

english

File:

PDF, 476 KB

english, 1997

24

Optimal investment with taxes: an existence result

Elyès Jouini, Pierre-F. Koehl, Nizar Touzi

Journal:

Journal of Mathematical Economics

Year:

2000

Language:

english

File:

PDF, 116 KB

english, 2000

25

American Options Exercise Boundary When the Volatility Changes Randomly

Journal:

Applied Mathematics & Optimization

Year:

1999

Language:

english

File:

PDF, 94 KB

english, 1999

26

Validation of the Tunisian version of the Roland-Morris questionnaire

Ismail Bejia, Mohamed Younes, Ben Sallem Kamel, Mondher Letaief, Mongi Touzi, Mohamed Soltani, Naceur Bergaoui

Journal:

European Spine Journal

Year:

2005

Language:

english

File:

PDF, 124 KB

english, 2005

27

Low back pain in a cohort of 622 Tunisian schoolchildren and adolescents: an epidemiological study

Ismail Bejia, Nabiha Abid, Kamel Ben Salem, Mondher Letaief, Mohamed Younes, Mongi Touzi, Naceur Bergaoui

Journal:

European Spine Journal

Year:

2005

Language:

english

File:

PDF, 278 KB

english, 2005

28

Optimal lifetime consumption and investment under a

Romuald Elie, Nizar Touzi

Journal:

Finance and Stochastics

Year:

2008

Language:

english

File:

PDF, 680 KB

english, 2008

29

Antagonistic activity ofBacillussp. obtained from an Algerian oilfield and chemical biocide THPS against sulfate-reducing bacteria consortium inducing corrosion in the oil industry

Mohamed Lamine Gana, Salima Kebbouche-Gana, Abdelkader Touzi, Mohamed Amine Zorgani, André Pauss, Hakim Lounici, Nabil Mameri

Journal:

Journal of Industrial Microbiology & Biotechnology

Year:

2011

Language:

english

File:

PDF, 432 KB

english, 2011

30

Monte Carlo Estimation of a Joint Density Using Malliavin Calculus, and Application to American Options

Moez Mrad, Nizar Touzi, Amina Zeghal

Journal:

Computational Economics

Year:

2006

Language:

english

File:

PDF, 383 KB

english, 2006

31

Optimal derivatives design for mean–variance agents under adverse selection

Guillaume Carlier, Ivar Ekeland, Nizar Touzi

Journal:

Mathematics and Financial Economics

Year:

2007

Language:

english

File:

PDF, 338 KB

english, 2007

32

Impact socioéconomique de la spondylarthrite ankylosante en Tunisie

Younes Mohamed, Jalled Anis, Aydi Zohra, Zrour Saoussen, Korbaa Wided, Ben Salah Zohra, Letaief Mondher, Bejia Ismail, Touzi Mongi, Bergaoui Naceur

Journal:

Revue du Rhumatisme

Year:

2010

Language:

french

File:

PDF, 391 KB

french, 2010

33

No Arbitrage in Discrete Time Under Portfolio Constraints

Laurence Carassus, Huye^n Pham, Nizar Touzi

Journal:

Mathematical Finance

Year:

2001

Language:

english

File:

PDF, 148 KB

english, 2001

34

EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL

Huyěn Pham, Nizar Touzi

Journal:

Mathematical Finance

Year:

1996

Language:

english

File:

PDF, 1.07 MB

english, 1996

35

OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS

René Carmona, Nizar Touzi

Journal:

Mathematical Finance

Year:

2008

Language:

english

File:

PDF, 2.40 MB

english, 2008

36

Wellposedness of second order backward SDEs

Soner, H. Mete, Touzi, Nizar, Zhang, Jianfeng

Journal:

Probability Theory and Related Fields

Year:

2012

Language:

english

File:

PDF, 440 KB

english, 2012

37

Prevalence and factors associated to low back pain among hospital staff

Ismail Bejia, Mohamed Younes, Hadj Belgacem Jamila, Taoufik Khalfallah, Kamel Ben Salem, Mongi Touzi, Mohamed Akrout, Naceur Bergaoui

Journal:

Joint Bone Spine

Year:

2005

Language:

english

File:

PDF, 134 KB

english, 2005

38

Compared imaging of the rheumatoid cervical spine: Prevalence study and associated factors

Mohamed Younes, Safa Belghali, Soulef Kriâa, Soussen Zrour, Ismail Bejia, Mongi Touzi, Mondher Golli, Amor Gannouni, Naceur Bergaoui

Journal:

Joint Bone Spine

Year:

2009

Language:

english

File:

PDF, 248 KB

english, 2009

39

Merton Problem with Taxes: Characterization, Computation, and Approximation

Tahar, Imen Ben, Soner, H. Mete, Touzi, Nizar

Journal:

SIAM Journal on Financial Mathematics

Year:

2010

Language:

english

File:

PDF, 1.62 MB

english, 2010

40

On Super-Replication in Discrete Time under Transaction Costs

Koehl, P. F., Pham, H., Touzi, N.

Journal:

Theory of Probability & Its Applications

Year:

2001

Language:

english

File:

PDF, 134 KB

english, 2001

41

Weak Dynamic Programming Principle for Viscosity Solutions

Bouchard, Bruno, Touzi, Nizar

Journal:

SIAM Journal on Control and Optimization

Year:

2011

Language:

english

File:

PDF, 235 KB

english, 2011

42

Lombosciatique de causes inhabituelles : kystes de Tarlov et anomalies des racines nerveuses

Younes, M., Korbaa, W., Zrour, S., Bejia, I., Touzi, M., Bergaoui, N.

Journal:

Revue Neurologique

Year:

2009

File:

PDF, 455 KB

2009

43

A numerical algorithm for a class of BSDEs via the branching process

Henry-Labordère, Pierre, Tan, Xiaolu, Touzi, Nizar

Journal:

Stochastic Processes and their Applications

Year:

2014

Language:

english

File:

PDF, 375 KB

english, 2014

44

Lésions purpuriques cutanées avec gingivostomatite chez un patient porteur d’une polyarthrite rhumatoïde : cas pour diagnostic

Jribi, M., Youssef, M., Touzi, M., Saihi, N., Toumi, A., Mohamed, M., Akkari, H., Belhadjali, H., Zili, J.

Journal:

Annales de Dermatologie et de Vénéréologie

Year:

2013

Language:

french

File:

PDF, 75 KB

french, 2013

45

THE FEES OF CONSULTANTS.

Touzi, Hassen, Chevalier, Yves, Kalfat, Rafik, Jaffrezic-Renault, Nicole

Journal:

Year:

1907

Language:

english

File:

PDF, 216 KB

english, 1907

46

Polarimetric Radarsat-2 wetland classification using the Touzi decomposition: case of the Lac Saint-Pierre Ramsar wetland

Gosselin, Gabriel, Touzi, Ridha, Cavayas, François

Journal:

Canadian Journal of Remote Sensing

Year:

2014

Language:

english

File:

PDF, 6.07 MB

english, 2014

47

Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions

Soner, H. Mete, Touzi, Nizar

Journal:

SIAM Journal on Control and Optimization

Year:

2002

Language:

english

File:

PDF, 209 KB

english, 2002

48

Ship detection and characterization using polarimetric SAR

Touzi, R., Charbonneau, F J, Hawkins, R K, Vachon, P W

Journal:

Canadian Journal of Remote Sensing

Year:

2004

Language:

english

File:

PDF, 168 KB

english, 2004

49

A STRUCTURAL RISK-NEUTRAL MODEL OF ELECTRICITY PRICES

AÏD, RENÉ, CAMPI, LUCIANO, HUU, ADRIEN NGUYEN, TOUZI, NIZAR

Journal:

International Journal of Theoretical and Applied Finance

Year:

2009

Language:

english

File:

PDF, 415 KB

english, 2009

50

Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case

Possamaï, Dylan, Soner, H. Mete, Touzi, Nizar

Journal:

Communications in Partial Differential Equations

Year:

2015

Language:

english

File:

PDF, 1.14 MB

english, 2015