# Nizar Touzi

According to our database

Collaborative distances:

^{1}, Nizar Touzi authored at least 29 papers between 1999 and 2020.Collaborative distances:

## Timeline

#### Legend:

Book In proceedings Article PhD thesis Other## Links

#### On csauthors.net:

## Bibliography

2020

SIAM J. Control. Optim., 2020

SIAM J. Control. Optim., 2020

2018

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

J. Optim. Theory Appl., 2018

Finance Stochastics, 2018

2017

Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs.

SIAM J. Math. Anal., 2017

Manag. Sci., 2017

2016

SIAM J. Control. Optim., 2016

SIAM J. Control. Optim., 2016

Finance Stochastics, 2016

2013

SIAM J. Control. Optim., 2013

2012

SIAM J. Control. Optim., 2012

Asymptot. Anal., 2012

2011

SIAM J. Control. Optim., 2011

Manag. Sci., 2011

2010

SIAM J. Financial Math., 2010

Finance Stochastics, 2010

2009

SIAM J. Control. Optim., 2009

SIAM J. Control. Optim., 2009

Math. Methods Oper. Res., 2009

2008

Finance Stochastics, 2008

2007

The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes.

SIAM J. Control. Optim., 2007

2004

Finance Stochastics, 2004

On the Malliavin approach to Monte Carlo approximation of conditional expectations.

Finance Stochastics, 2004

2002

SIAM J. Control. Optim., 2002

SIAM J. Control. Optim., 2002

2000

SIAM J. Control. Optim., 2000

1999

Super-replication under proportional transaction costs: From discrete to continuous-time models.

Math. Methods Oper. Res., 1999

Finance Stochastics, 1999

A closed-form solution to the problem of super-replication under transaction costs.

Finance Stochastics, 1999