title   
  

Creator/Author/Editor: Touzi, Nizar

2009

Soner, Halil Mete and Touzi, Nizar (2009) The dynamic programming equation for second order stochastic target problems. SIAM Journal on Control and Optimization, 48 (4). pp. 2344-2365. ISSN 0363-0129 (print) 1095-7138 (online)

2007

Ben-Tahar, Imen and Soner, Halil Mete and Touzi, Nizar (2007) The dynamic programming equation for the problem of optimal investment under capital gains taxes. (Accepted/In Press)

Ben-Tahar, Imen and Soner, Halil Mete and Touzi, Nizar (2007) Modeling continuous-time financial markets with capital gains taxes. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0018

Çetin, Umut and Soner, Halil Mete and Touzi, Nizar (2007) Options hedging under liquidity costs. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0017

2006

Cheridito, Patrick and Soner, Halil Mete and Touzi, Nizar and Victoir, Nicolai (2006) Second order backward stochastic differential equations and fully non-linear parabolic PDEs. (Accepted/In Press)

This list was generated on Tue Nov 25 23:45:49 2014 EET.