海量图书期刊资源,随时随地畅享阅读乐趣
Stochastic Target Problems with Controlled LossBouchard, Bruno; Elie, Romuald; Touzi, Nizar · 2010
Maturity randomization for stochastic control problemsBouchard, Bruno; El Karoui, Nicole; Touzi, Nizar · The Annals of Applied Probability · 2005
Maturity Randomization for Stochastic Control ProblemsBruno Bouchard, Nicole El Karoui and Nizar Touzi · The Annals of Applied Probability · 2005
Weak Dynamic Programming Principle for Viscosity SolutionsBouchard, Bruno; Touzi, Nizar · SIAM Journal on Control and Optimization · 2011
On the Malliavin approach to Monte Carlo approximation of conditional expectationsBruno Bouchard; Ivar Ekeland; Nizar Touzi · Finance and Stochastics · 2004
Explicit Solution to the Multivariate Super-Replication Problem under Transaction CostsBruno Bouchard and Nizar Touzi · The Annals of Applied Probability · 2000
Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and ApplicationsBouchard, Bruno; Soner, H. Mete; Touzi, Nizar · Journal of Optimization Theory and Applications · 2018