A closed-form solution to the problem of super-replication under transaction costs. - Jaksa Cvitanic; Huyên Pham; Nizar Touzi (Finance Stochastics, 1999)

Applications of Malliavin calculus to Monte Carlo methods in finance. - Eric Fournié; Jean-Michel Lasry; Jérôme Lebuchoux; Pierre-Louis Lions; Nizar Touzi (Finance Stochastics, 1999)

Super-replication under proportional transaction costs: From discrete to continuous-time models. - Nizar Touzi (Math. Methods Oper. Res., 1999)

Superreplication Under Gamma Constraints. - H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2000)

Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions. - H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2002)

Continuous-Time Dynkin Games with Mixed Strategies. - Nizar Touzi; Nicolas Vieille (SIAM J. Control. Optim., 2002)

On the Malliavin approach to Monte Carlo approximation of conditional expectations. - Bruno Bouchard 002; Ivar Ekeland; Nizar Touzi (Finance Stochastics, 2004)

Vector-valued coherent risk measures. - Elyès Jouini; Moncef Meddeb; Nizar Touzi (Finance Stochastics, 2004)

The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes. - Imen Ben Tahar; H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2007)

Optimal lifetime consumption and investment under a drawdown constraint. - Romuald Elie; Nizar Touzi (Finance Stochastics, 2008)

Valuation of power plants by utility indifference and numerical computation. - Arnaud Porchet; Nizar Touzi; Xavier Warin (Math. Methods Oper. Res., 2009)

Stochastic Target Problems with Controlled Loss. - Bruno Bouchard 002; Romuald Elie; Nizar Touzi (SIAM J. Control. Optim., 2009)

The Dynamic Programming Equation for Second Order Stochastic Target Problems. - H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2009)

Option hedging for small investors under liquidity costs. - Umut Çetin; H. Mete Soner; Nizar Touzi (Finance Stochastics, 2010)

Merton Problem with Taxes: Characterization, Computation, and Approximation. - Imen Ben Tahar; H. Mete Soner; Nizar Touzi (SIAM J. Financial Math., 2010)

Hedging and Vertical Integration in Electricity Markets. - René Aïd; Gilles Chemla; Arnaud Porchet; Nizar Touzi (Manag. Sci., 2011)

Weak Dynamic Programming Principle for Viscosity Solutions. - Bruno Bouchard 002; Nizar Touzi (SIAM J. Control. Optim., 2011)

Large liquidity expansion of super-hedging costs. - Dylan Possamaï; H. Mete Soner; Nizar Touzi (Asymptot. Anal., 2012)

Detecting the Maximum of a Scalar Diffusion with Negative Drift. - Gilles-Edouard Espinosa; Nizar Touzi (SIAM J. Control. Optim., 2012)

Homogenization and Asymptotics for Small Transaction Costs. - H. Mete Soner; Nizar Touzi (SIAM J. Control. Optim., 2013)

An explicit martingale version of the one-dimensional Brenier theorem. - Pierre Henry-Labordère; Nizar Touzi (Finance Stochastics, 2016)

Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints. - Gaoyue Guo; Xiaolu Tan; Nizar Touzi (SIAM J. Control. Optim., 2016)

On the Monotonicity Principle of Optimal Skorokhod Embedding Problem. - Gaoyue Guo; Xiaolu Tan; Nizar Touzi (SIAM J. Control. Optim., 2016)

Moral Hazard in Dynamic Risk Management. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Manag. Sci., 2017)

Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs. - Zhenjie Ren; Nizar Touzi; Jianfeng Zhang (SIAM J. Math. Anal., 2017)

Dynamic programming approach to principal-agent problems. - Jaksa Cvitanic; Dylan Possamaï; Nizar Touzi (Finance Stochastics, 2018)

Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications. - Bruno Bouchard 002; H. Mete Soner; Nizar Touzi (J. Optim. Theory Appl., 2018)

Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs. - Zhenjie Ren; Nizar Touzi; Jianfeng Zhang (SIAM J. Control. Optim., 2020)

On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals. - Alexandre Richard; Xiaolu Tan; Nizar Touzi (SIAM J. Control. Optim., 2020)

Optimal Electricity Demand Response Contracting with Responsiveness Incentives. - René Aïd; Dylan Possamaï; Nizar Touzi (Math. Oper. Res., 2022)

Random Horizon Principal-Agent Problems. - Yiqing Lin; Zhenjie Ren; Nizar Touzi; Junjian Yang (SIAM J. Control. Optim., 2022)

Entropic Optimal Planning for Path-Dependent Mean Field Games. - Zhenjie Ren; Xiaolu Tan; Nizar Touzi; Junjian Yang (SIAM J. Control. Optim., 2023)

Viscosity Solutions for Obstacle Problems on Wasserstein Space. - Mehdi Talbi; Nizar Touzi; Jianfeng Zhang (SIAM J. Control. Optim., 2023)

Dynamic Programming Equation for the Mean Field Optimal Stopping Problem. - Mehdi Talbi; Nizar Touzi; Jianfeng Zhang (SIAM J. Control. Optim., 2023)

Dynamic Contracting in Asset Management Under the Investor-Partner-Manager Relationship. - Jussi Keppo; Nizar Touzi; Ruiting Zuo (Oper. Res., 2024)

Is There a Golden Parachute in Sannikov's Principal-Agent Problem? - Dylan Possamaï; Nizar Touzi (Math. Oper. Res., 2025)