Concepedia

Nizar Touzi

NT

Statistics

Publications

101

Citations

7.9K

H-Index

45

Active since

1993

Affiliations

École Polytechnique(Current)

Centre de Recherche en Mathématiques de la Décision

Université Paris Dauphine-PSL

Centre de Mathématiques Appliquées de l'École polytechnique

Centre de Recherche en Économie et Statistique

Nizar Touzi is an author at École Polytechnique specializing in stochastic processes, mathematics, and financial economics.

Publications per year

1993–2023

100

Publications

101

Applications of Malliavin calculus to Monte Carlo methods in finance

Éric Fournié, Jean‐Michel Lasry, Jérôme Lebuchoux et al. · Finance and Stochastics · 1999 · 565 citations

, , +17

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

Bruno Bouchard, Nizar Touzi · Stochastic Processes and their Applications · 2004 · 526 citations

, , +14

Wellposedness of second order backward SDEs

H. Meté Soner, Nizar Touzi, Jianfeng Zhang · Probability Theory and Related Fields · 2011 · 292 citations · Full text

, , +11

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL<sup>1</sup>

Éric Renault, Nizar Touzi · Mathematical Finance · 1996 · 248 citations

, , +17

OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS

Elyès Jouini, Walter Schachermayer, Nizar Touzi · Mathematical Finance · 2008 · 246 citations · Full text

, , +17

1–5 of 101