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Publications by Nizar Touzi

Moral Hazard in Dynamic Risk Management

Management Science
Management ScienceManagementOperations ResearchStrategy
2017English

Merton Problem With Taxes: Characterization, Computation, and Approximation

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2010English

Stochastic Analysis: Papers From the International Conference on Stochastic Analysis and Applications, October 19–23, 2015. Hammamet,Tunisia

Stochastics
ModelingStatisticsProbabilitySimulation
2017English

Dynamic Programming for Stochastic Target Problems and Geometric Flows

Journal of the European Mathematical Society
MathematicsApplied Mathematics
2002English

Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2002English

Law Invariant Risk Measures Have the Fatou Property

English

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