Nizar Touzi

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All published works

Action	Title	Year	Authors
+ PDF Chat	Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution	2024	Filippo de Feo Salvatore Federico Fausto Gozzi Nizar Touzi
+ PDF Chat	Mean field game of mutual holding	2024	Mao Fabrice Djete Nizar Touzi
+ PDF Chat	First order Martingale model risk and semi-static hedging	2024	Nathan Sauldubois Nizar Touzi
+	From finite population optimal stopping to mean field optimal stopping	2024	Mehdi Talbi Nizar Touzi Jianfeng Zhang
+ PDF Chat	Is There a Golden Parachute in Sannikov’s Principal–Agent Problem?	2024	Dylan Possamaï Nizar Touzi
+ PDF Chat	It\=o and It\=o-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach	2024	Assil Fadle Nizar Touzi
+ PDF Chat	Mean Field Game of Mutual Holding with common noise	2024	Leila Bassou Mao Fabrice Djete Nizar Touzi
+	Viscosity Solutions for HJB Equations on the Process Space: Application to Mean Field Control with Common Noise	2024	Jianjun Zhou Nizar Touzi Jianfeng Zhang
+ PDF Chat	Dynamic Programming Equation for the Mean Field Optimal Stopping Problem	2023	Mehdi Talbi Nizar Touzi Jianfeng Zhang
+ PDF Chat	Viscosity Solutions for Obstacle Problems on Wasserstein Space	2023	Mehdi Talbi Nizar Touzi Jianfeng Zhang
+ PDF Chat	Entropic Optimal Planning for Path-Dependent Mean Field Games	2023	Zhenjie Ren Xiaolu Tan Nizar Touzi Junjian Yang
+	A Principal-Agent Framework for Optimal Incentives in Renewable Investments	2023	René Aïd Annika Kemper Nizar Touzi
+	Mean field game of mutual holding with defaultable agents, and systemic risk	2023	Mao Fabrice Djete Gaoyue Guo Nizar Touzi
+ PDF Chat	A Principal-Agent Framework for Optimal Incentives in Renewable Investments	2023	René Aïd Annika Kemper Nizar Touzi
+	Impact of carbon market on production emissions	2023	Arash Fahim Nizar Touzi
+ PDF Chat	Entropic optimal planning for path-dependent mean field games	2022	Zhenjie Ren Xiaolu Tan Nizar Touzi Junjian Yang
+ PDF Chat	On path-dependent multidimensional forward-backward SDEs	2022	Kaitong Hu Zhenjie Ren Nizar Touzi
+ PDF Chat	Nonlinear predictable representation and L1-solutions of backward SDEs and second-order backward SDEs	2022	Zhenjie Ren Nizar Touzi Junjian Yang
+ PDF Chat	Controlled Diffusion Mean Field Games with Common Noise and McKean--Vlasov Second Order Backward SDEs	2022	Adrien Barrasso Nizar Touzi
+ PDF Chat	Random Horizon Principal-Agent Problems	2022	Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang
+	From finite population optimal stopping to mean field optimal stopping	2022	Mehdi Talbi Nizar Touzi Jianfeng Zhang
+	On path-dependent multidimensional forward-backward SDEs	2022	Kaitong Hu Zhenjie Ren Nizar Touzi
+	Viscosity solutions for obstacle problems on Wasserstein space	2022	Mehdi Talbi Nizar Touzi Jianfeng Zhang
+ PDF Chat	Branching diffusion representation for nonlinear Cauchy problems and Monte Carlo approximation	2021	Pierre Henry‐Labordère Nizar Touzi
+ PDF Chat	Controlled diffusion Mean Field Games with common noise and McKean-Vlasov second order backward SDEs	2021	Adrien Barrasso Nizar Touzi
+	Mean Field Game of Mutual Holding	2021	Mao Fabrice Djete Nizar Touzi
+ PDF Chat	Optimal make–take fees for market making regulation	2020	Omar El Euch Thibaut Mastrolia Mathieu Rosenbaum Nizar Touzi
+ PDF Chat	Zero-sum path-dependent stochastic differential games in weak formulation	2020	Dylan Possamaï Nizar Touzi Jianfeng Zhang
+	Random horizon principal-agent problem	2020	Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang
+ PDF Chat	Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs	2020	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+ PDF Chat	On the Root Solution to the Skorokhod Embedding Problem Given Full Marginals	2020	Alexandre Richard Xiaolu Tan Nizar Touzi
+	Is there a Golden Parachute in Sannikov's principal-agent problem?	2020	Dylan Possamaï Nizar Touzi
+ PDF Chat	Second order backward SDE with random terminal time	2020	Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang
+	Controlled diffusion Mean Field Games with common noise, and McKean-Vlasov second order backward SDEs	2020	Adrien Barrasso Nizar Touzi
+	Random horizon principal-agent problems	2020	Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang
+ PDF Chat	Nonlinear predictable representation and L1-solutions of second-order backward SDEs	2019	Zhenjie Ren Nizar Touzi Junjian Yang
+ PDF Chat	Irreducible convex paving for decomposition of multidimensional martingale transport plans	2019	Hadrien De March Nizar Touzi
+ PDF Chat	Irreducible convex paving for decomposition of multi-dimensional martingale transport plans	2019	Hadrien De March Nizar Touzi
+ PDF Chat	Branching diffusion representation of semilinear PDEs and Monte Carlo approximation	2019	Pierre Henry‐Labordère Nadia Oudjane Xiaolu Tan Nizar Touzi Xavier Warin
+	Continuous-Time Principal-Agent Problem in Degenerate Systems	2019	Kaitong Hu Zhenjie Ren Nizar Touzi
+	Optimal make-take fees for market making regulation	2018	Omar El Euch Thibaut Mastrolia Mathieu Rosenbaum Nizar Touzi
+ PDF Chat	The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach	2018	Alexander M. G. Cox Jan Obłój Nizar Touzi
+	Second order backward SDE with random terminal time	2018	Yiqing Lin Zhenjie Ren Nizar Touzi Junjian Yang
+	Zero-sum path-dependent stochastic differential games in weak formulation	2018	Dylan Possamaï Nizar Touzi Jianfeng Zhang
+ PDF Chat	Optimal Electricity Demand Response Contracting With Responsiveness Incentives	2018	René Aïd Dylan Possamaï Nizar Touzi
+ PDF Chat	Path-dependent equations and viscosity solutions in infinite dimension	2018	Andrea Cosso Salvatore Federico Fausto Gozzi Mauro Rosestolato Nizar Touzi
+ PDF Chat	Optimal Make-Take Fees for Market Making Regulation	2018	Omar El Euch Thibaut Mastrolia Mathieu Rosenbaum Nizar Touzi
+	On the Root solution to the Skorokhod embedding problem given full marginals	2018	Alexandre Richard Xiaolu Tan Nizar Touzi
+	Nonlinear predictable representation and $L^1$-solutions of backward SDEs and second-order backward SDEs	2018	Zhenjie Ren Nizar Touzi Junjian Yang
+	Optimal electricity demand response contracting with responsiveness incentives	2018	René Aïd Dylan Possamaï Nizar Touzi
+	Optimal make-take fees for market making regulation	2018	Omar El Euch Thibaut Mastrolia Mathieu Rosenbaum Nizar Touzi
+ PDF Chat	Unbiased simulation of stochastic differential equations	2017	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+ PDF Chat	Dynamic programming approach to principal–agent problems	2017	Jakša Cvitanić Dylan Possamaï Nizar Touzi
+	Complete duality for martingale optimal transport on the line	2017	Mathias Beiglböck Marcel Nutz Nizar Touzi
+ PDF Chat	Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks	2017	Sigrid Källblad Xiaolu Tan Nizar Touzi
+	Monotone martingale transport plans and Skorokhod embedding	2017	Mathias Beiglböck Pierre Henry‐Labordère Nizar Touzi
+	Monotone Martingale Transport Plans and Skorohod Embedding	2017	Mathias Beiglboeck Pierre Henry‐Labordère Nizar Touzi
+ PDF Chat	Unbiased simulation of stochastic differential equations *	2017	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+ PDF Chat	Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs	2017	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+	Monotone Martingale Transport Plans and Skorohod Embedding	2017	Mathias Beiglboeck Pierre Henry‐Labordère Nizar Touzi
+	Irreducible convex paving for decomposition of multi-dimensional martingale transport plans	2017	Hadrien De March Nizar Touzi
+ PDF Chat	Optimal Skorokhod embedding under finitely-many marginal constraints *	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi
+ PDF Chat	Optimal Skorokhod embedding given full marginals and Azéma -Yor peacocks *	2016	Sigrid Källblad Xiaolu Tan Nizar Touzi
+	Tightness and duality of martingale transport on the Skorokhod space	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi
+	Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation	2016	Jin Ma Zhenjie Ren Nizar Touzi Jianfeng Zhang
+ PDF Chat	Moral Hazard in Dynamic Risk Management	2016	Jakša Cvitanić Dylan Possamaï Nizar Touzi
+	Tightness and duality of martingale transport on the Skorokhod space	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi
+	Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II	2016	Ibrahim Ekren Nizar Touzi Jianfeng Zhang
+	Complete Duality for Martingale Optimal Transport on the Line	2016	Mathias Beiglb ock Marcel Nutz Nizar Touzi
+ PDF Chat	LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT	2016	Emilie Fabre Guillaume Royer Nizar Touzi
+	Branching diffusion representation of semilinear PDEs and Monte Carlo approximation	2016	Pierre Henry‐Labordère Nadia Oudjane Xiaolu Tan Nizar Touzi Xavier Warin
+	Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I	2016	Ibrahim Ekren Nizar Touzi Jianfeng Zhang
+	The maximum maximum of a martingale with given $\mathbf{n}$ marginals	2016	Pierre Henry‐Labordère Jan Obłój Peter Spoida Nizar Touzi
+ PDF Chat	Optimal Skorokhod Embedding Under Finitely Many Marginal Constraints	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi
+ PDF Chat	On the Monotonicity Principle of Optimal Skorokhod Embedding Problem	2016	Gaoyue Guo Xiaolu Tan Nizar Touzi
+	Branching diffusion representation of semilinear PDEs and Monte Carlo approximation	2016	Pierre Henry‐Labordère Nadia Oudjane Xiaolu Tan Nizar Touzi Xavier Warin
+	Complete Duality for Martingale Optimal Transport on the Line	2015	Mathias Beiglböck Marcel Nutz Nizar Touzi
+ PDF Chat	Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case	2015	Dylan Possamaï H. Meté Soner Nizar Touzi
+	The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach	2015	Alexander M. G. Cox Jan Obłój Nizar Touzi
+	Exact simulation of multi-dimensional stochastic differential equations	2015	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+ PDF Chat	Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks	2015	Sigrid Källblad Xiaolu Tan Nizar Touzi
+	Exact Simulation of Multi-Dimensional Stochastic Differential Equations	2015	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+ PDF Chat	Martingale Inequalities for the Maximum via Pathwise Arguments	2015	Jan Obłój Peter Spoida Nizar Touzi
+	Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs	2015	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+	In Memoriam Marc Yor - Séminaire de Probabilités XLVII	2015	Anna Aksamit Larbi Alili Jacques Azéma Ehsan Azmoodeh Dominique Bakry P. Baldi Pauline Barrieu Jean Bertoin Philippe Biane Philippe Bougerol
+	Dynamic programming approach to principal-agent problems	2015	Jakša Cvitanić Dylan Possamaï Nizar Touzi
+	Complete Duality for Martingale Optimal Transport on the Line	2015	Mathias Beiglböck Marcel Nutz Nizar Touzi
+	Unbiased simulation of stochastic differential equations	2015	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+	The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach	2015	Alexander M. G. Cox Jan Obłój Nizar Touzi
+	Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks	2015	Sigrid Källblad Xiaolu Tan Nizar Touzi
+	On the monotonicity principle of optimal Skorokhod embedding problem	2015	Gaoyue Guo Xiaolu Tan Nizar Touzi
+	Optimal Skorokhod embedding under finitely-many marginal constraints	2015	Gaoyue Guo Xiaolu Tan Nizar Touzi
+	Tightness and duality of martingale transport on the Skorokhod space	2015	Gaoyue Guo Xiaolu Tan Nizar Touzi
+ PDF Chat	Comparison of Viscosity Solutions of Semi-linear Path-Dependent PDEs	2014	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+ PDF Chat	Large Deviations for Non-Markovian Diffusions and a Path-Dependent Eikonal Equation	2014	Jin Ma Zhenjie Ren Nizar Touzi Jianfeng Zhang
+	Moral Hazard in Dynamic Risk Management	2014	Jakša Cvitanić Dylan Possamaï Nizar Touzi
+	Optimal stopping under nonlinear expectation	2014	Ibrahim Ekren Nizar Touzi Jianfeng Zhang
+ PDF Chat	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options	2014	Alfred Galichon Pierre Henry‐Labordère Nizar Touzi
+	On viscosity solutions of path dependent PDEs	2014	Ibrahim Ekren Christian Keller Nizar Touzi Jianfeng Zhang
+ PDF Chat	An Overview of Viscosity Solutions of Path-Dependent PDEs	2014	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+	Moral Hazard in Dynamic Risk Management	2014	Jakša Cvitanić Dylan Possamaï Nizar Touzi
+	Martingale Inequalities for the Maximum via Pathwise Arguments	2014	Jan Obłój Peter Spoida Nizar Touzi
+	An overview of Viscosity Solutions of Path-Dependent PDEs	2014	Zhenjie Ren Nizar Touzi Jianfeng Zhang
+	A numerical algorithm for a class of BSDEs via the branching process	2013	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+	Optimal transportation under controlled stochastic dynamics	2013	Xiaolu Tan Nizar Touzi
+ PDF Chat	Singular forward–backward stochastic differential equations and emissions derivatives	2013	René Carmona François Delarue Gilles‐Edouard Espinosa Nizar Touzi
+	A numerical algorithm for a class of BSDEs via branching process	2013	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+	On the Robust superhedging of measurable claims	2013	Dylan Possamaï Guillaume Royer Nizar Touzi
+ PDF Chat	Dual formulation of second order target problems	2013	H. Meté Soner Nizar Touzi Jianfeng Zhang
+ PDF Chat	A Numerical Algorithm for a Class of BSDE Via Branching Process	2013	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+ PDF Chat	On the robust superhedging of measurable claims	2013	Dylan Possamaï Guillaume Royer Nizar Touzi
+ PDF Chat	An Explicit Martingale Version of Brenier's Theorem	2013	Pierre Henry‐Labordère Nizar Touzi
+ PDF Chat	Homogenization and Asymptotics for Small Transaction Costs	2013	H. Meté Soner Nizar Touzi
+	Liquidation of an indivisible asset with independent investment	2013	Emilie Fabre Guillaume Royer Nizar Touzi
+	A numerical algorithm for a class of BSDEs via branching process	2013	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi
+	On the Robust superhedging of measurable claims	2013	Dylan Possamaï Guillaume Royer Nizar Touzi
+	Homogenization and asymptotics for small transaction costs: the multidimensional case	2012	Dylan Possamaï H. Meté Soner Nizar Touzi
+	Solving Control Problems by Verification	2012	Nizar Touzi
+	Dynamic Programming Equation in the Viscosity Sense	2012	Nizar Touzi
+	Quadratic Backward SDEs	2012	Nizar Touzi
+	Stochastic Target Problems	2012	Nizar Touzi
+	Backward SDEs and Stochastic Control	2012	Nizar Touzi
+	Introduction to Viscosity Solutions	2012	Nizar Touzi
+	Conditional Expectation and Linear Parabolic PDEs	2012	Nizar Touzi
+	Homogenization and asymptotics for small transaction costs	2012	H. Meté Soner Nizar Touzi
+ PDF Chat	Detecting the Maximum of a Scalar Diffusion with Negative Drift	2012	Gilles‐Edouard Espinosa Nizar Touzi
+ PDF Chat	Homogenization and Asymptotics for Small Transaction Costs	2012	H. Meté Soner Nizar Touzi
+	Optimal Stopping under Nonlinear Expectation	2012	Ibrahim Ekren Nizar Touzi Jianfeng Zhang
+ PDF Chat	Maximum Maximum of Martingales Given Marginals	2012	Pierre Henry‐Labordère Jan Obłój Peter Spoida Nizar Touzi
+	Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives	2012	René Carmona François Delarue Gilles‐Edouard Espinosa Nizar Touzi
+ PDF Chat	Large liquidity expansion of super-hedging costs	2012	Dylan Possamaï H. Meté Soner Nizar Touzi
+	Homogenization and asymptotics for small transaction costs	2012	H. Meté Soner Nizar Touzi
+	Homogenization and asymptotics for small transaction costs: the multidimensional case	2012	Dylan Possamaï H. Meté Soner Nizar Touzi
+	Viscosity Solutions of Fully Nonlinear Parabolic Path Dependent PDEs: Part I	2012	Ibrahim Ekren Nizar Touzi Jianfeng Zhang
+ PDF Chat	A probabilistic numerical method for fully nonlinear parabolic PDEs	2011	Arash Fahim Nizar Touzi Xavier Warin
+ PDF Chat	Wellposedness of second order backward SDEs	2011	H. Meté Soner Nizar Touzi Jianfeng Zhang
+ PDF Chat	Quasi-sure Stochastic Analysis through Aggregation	2011	Mete Soner Nizar Touzi Jianfeng Zhang
+ PDF Chat	A Stochastic Control Approach to No-Arbitrage Bounds Given Marginals, with an Application to Lookback Options	2011	Alfred Galichon Pierre Henry‐Labordère Nizar Touzi
+	Martingale representation theorem for the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-expectation	2010	H. Meté Soner Nizar Touzi Jianfeng Zhang
+	On the Monte Carlo simulation of BSDEs: An improvement on the Malliavin weights	2010	Dan Crisan K. Manolarakis Nizar Touzi
+	Quasi-sure Stochastic Analysis through Aggregation	2010	H. Meté Soner Nizar Touzi Jianfeng Zhang
+	Wellposedness of Second Order Backward SDEs	2010	H. Meté Soner Nizar Touzi Jianfeng Zhang
+ PDF Chat	Martingale Representation Theorem for the G-Expectation	2010	H. Meté Soner Nizar Touzi Jianfeng Zhang
+	A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs	2009	Arash Fahim Nizar Touzi Xavier Warin
+	A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs	2009	Arash Fahim Nizar Touzi Xavier Warin
+ PDF Chat	OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS	2008	René Carmona Nizar Touzi
+ PDF Chat	Kernel estimation of Greek weights by parameter randomization	2007	Romuald Élie Jean‐David Fermanian Nizar Touzi
+ PDF Chat	Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs	2006	Patrick Cheridito H. Meté Soner Nizar Touzi Nicolas Victoir
+	Small time path behavior of double stochastic integrals and applications to stochastic control	2006	Patrick Cheridito H. Meté Soner Nizar Touzi
+ PDF Chat	Small time path behavior of double stochastic integrals and applications to stochastic control	2005	Patrick Cheridito H. Meté Soner Nizar Touzi
+ PDF Chat	Maturity randomization for stochastic control problems	2005	Bruno Bouchard Nicole El Karoui Nizar Touzi
+ PDF Chat	The multi-dimensional super-replication problem under gamma constraints	2005	H. Meté Soner Nizar Touzi Patrick Cheridito
+ PDF Chat	Law Invariant Risk Measures Have the Fatou Property	2005	Elyès Jouini Walter Schachermayer Nizar Touzi
+	Second order backward stochastic differential equations and fully non-linear parabolic PDEs	2005	Patrick Cheridito H. Meté Soner Nizar Touzi Nicolas Victoir
+ PDF Chat	Vector-valued coherent risk measures	2004	Elyès Jouini Moncef Meddeb Nizar Touzi
+ PDF Chat	Dual formulation of the utility maximization problem: The case of nonsmooth utility	2004	Bruno Bouchard Nizar Touzi Amina Bouzguenda Zeghal
+	Optimal Greek Weight by Kernel Estimation	2004	Romuald Élie Jean‐David Fermanian Nizar Touzi
+	On the Malliavin approach to Monte Carlo approximation of conditional expectations	2004	Bruno Bouchard Ivar Ekeland Nizar Touzi
+	On the Malliavin approach to Monte Carlo approximation of conditional expectations	2004	Bruno Bouchard Nizar Touzi Ivar Ekeland
+ PDF Chat	A stochastic representation for mean curvature type geometric flows	2003	H. Meté Soner Nizar Touzi
+ PDF Chat	Dynamic programming for stochastic target problems and geometric flows	2002	H. Meté Soner Nizar Touzi
+	A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS	2002	H. Meté Soner Nizar Touzi
+	Continuous-Time Dynkin Games with Mixed Strategies	2002	Nizar Touzi Nicolas Vieille
+	Calibration by simulation for small sample bias correction	2000	Christian Gouriéroux Éric Renault Nizar Touzi
+	Continuous-Time Dynkin Games with Mixed Strategies	1999	Nizar Touzi Nicolas Vieille
+	TESTING FOR EMBEDDABILITY BY STATIONARY REVERSIBLE CONTINUOUS-TIME MARKOV PROCESSES	1998	Jean‐Pierre Florens Éric Renault Nizar Touzi
+	Spectral methods for identifying scalar diffusions	1998	Lars Peter Hansen José Scheinkman Nizar Touzi

Common Coauthors

Coauthor	Papers Together
Xiaolu Tan	29
H. Meté Soner	22
Pierre Henry‐Labordère	21
Zhenjie Ren	21
Dylan Possamaï	18
Jianfeng Zhang	14
Gaoyue Guo	9
Junjian Yang	8
Jan Obłój	8
Jianfeng Zhang	7
Xavier Warin	6
Ibrahim Ekren	6
Jianfeng Zhang	5
Patrick Cheridito	5
Yiqing Lin	5
Jakša Cvitanić	5
Guillaume Royer	5
Peter Spoida	5
Mao Fabrice Djete	4
Omar El Euch	4
Thibaut Mastrolia	4
Arash Fahim	4
Marcel Nutz	4
René Aïd	4
Mathias Beiglböck	4
Mathieu Rosenbaum	4
Bruno Bouchard	4
Sigrid Källblad	4
Gilles‐Edouard Espinosa	3
Hadrien De March	3
Kaitong Hu	3
Alexander M. G. Cox	3
Adrien Barrasso	3
Nadia Oudjane	3
Mehdi Talbi	3
René Carmona	3
Jean‐David Fermanian	2
Mehdi Talbi	2
Romuald Élie	2
Jianfeng Zhang	2
Mathias Beiglboeck	2
Nicolas Victoir	2
Ivar Ekeland	2
Fausto Gozzi	2
Alexandre Richard	2
Jin Ma	2
Alfred Galichon	2
Annika Kemper	2
Emilie Fabre	2
Salvatore Federico	2

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	User’s guide to viscosity solutions of second order partial differential equations	1992	Michael G. Crandall Hitoshi Ishii Pierre-Louis Lions	36
+	Adapted solution of a backward stochastic differential equation	1990	Étienne Pardoux Shigē Péng	34
+ PDF Chat	Wellposedness of second order backward SDEs	2011	H. Meté Soner Nizar Touzi Jianfeng Zhang	31
+	On pathwise stochastic integration	1995	Rajeeva L. Karandikar	23
+ PDF Chat	Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs	2006	Patrick Cheridito H. Meté Soner Nizar Touzi Nicolas Victoir	22
+ PDF Chat	Dual formulation of second order target problems	2013	H. Meté Soner Nizar Touzi Jianfeng Zhang	19
+	Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II	2016	Ibrahim Ekren Nizar Touzi Jianfeng Zhang	19
+	Multidimensional Diffusion Processes	1997	Daniel W. Stroock S. R. Srinivasa Varadhan	18
+ PDF Chat	A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options	2014	Alfred Galichon Pierre Henry‐Labordère Nizar Touzi	17
+	Convergence of approximation schemes for fully nonlinear second order equations	1991	Guy Barles Panagiotis E. Souganidis	16
+ PDF Chat	The multi-dimensional super-replication problem under gamma constraints	2005	H. Meté Soner Nizar Touzi Patrick Cheridito	16
+ PDF Chat	Quasi-sure Stochastic Analysis through Aggregation	2011	Mete Soner Nizar Touzi Jianfeng Zhang	16
+ PDF Chat	A theoretical framework for the pricing of contingent claims in the presence of model uncertainty	2006	Laurent Denis Claude Martini	15
+	Controlled markov processes and viscosity solutions	1994	M. R. James	15
+ PDF Chat	Dynamic programming for stochastic target problems and geometric flows	2002	H. Meté Soner Nizar Touzi	15
+	On viscosity solutions of path dependent PDEs	2014	Ibrahim Ekren Christian Keller Nizar Touzi Jianfeng Zhang	14
+ PDF Chat	A probabilistic numerical method for fully nonlinear parabolic PDEs	2011	Arash Fahim Nizar Touzi Xavier Warin	14
+	Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I	2016	Ibrahim Ekren Nizar Touzi Jianfeng Zhang	13
+ PDF Chat	Robust pricing and hedging of double no-touch options	2011	Alexander M. G. Cox Jan Obłój	13
+ PDF Chat	Model-independent bounds for option prices—a mass transport approach	2013	Mathias Beiglböck Pierre Henry‐Labordère Friedrich Penkner	13
+ PDF Chat	Dynamic programming approach to principal–agent problems	2017	Jakša Cvitanić Dylan Possamaï Nizar Touzi	13
+ PDF Chat	Backward stochastic differential equations and partial differential equations with quadratic growth	2000	Magdalena Kobylanski	12
+	G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty	2007	Shigē Péng	12
+	Backward stochastic differential equations and quasilinear parabolic partial differential equations	2005	Étienne Pardoux Shigē Péng	11
+	Conjugate convex functions in optimal stochastic control	1973	Jean‐Michel Bismut	11
+	Constructing sublinear expectations on path space	2013	Marcel Nutz Ramon van Handel	11
+ PDF Chat	Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations	2007	Guy Barles Espen R. Jakobsen	10
+ PDF Chat	Pathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping	2008	Alexander M. G. Cox David Hobson Jan Obłój	10
+ PDF Chat	Small time path behavior of double stochastic integrals and applications to stochastic control	2005	Patrick Cheridito H. Meté Soner Nizar Touzi	10
+	Functional Itô calculus and stochastic integral representation of martingales	2013	Rama Cont David-Antoine Fournié	10
+	On a problem of optimal transport under marginal martingale constraints	2016	Mathias Beiglböck Nicolas Juillet	9
+ PDF Chat	Une solution simple au probleme de Skorokhod	1979	Jacques Azéma Marc Yor	9
+ PDF Chat	Robust price bounds for the forward starting straddle	2014	David Hobson Martin Klimmek	9
+	Discrete Parameter Martingales	2006	J. Neveu Terence P. Speed	9
+ PDF Chat	Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths	2010	Laurent Denis Mingshang Hu Shigē Péng	9
+ PDF Chat	Superreplication under volatility uncertainty for measurable claims	2013	Ariel Neufeld Marcel Nutz	9
+	A numerical algorithm for a class of BSDEs via the branching process	2013	Pierre Henry‐Labordère Xiaolu Tan Nizar Touzi	9
+ PDF Chat	Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation	2003	J. Frédéric Bonnans Hasnaa Zidani	9
+ PDF Chat	Stochastic control for a class of nonlinear kernels and applications	2018	Dylan Possamaï Xiaolu Tan Chao Zhou	9
+	Solutions de viscosité des équations de Hamilton-Jacobi	1994	Guy Barles	8
+	CONVERGENCE OF NUMERICAL SCHEMES FOR PARABOLIC EQUATIONS ARISING IN FINANCE THEORY	1995	Guy Barles CH. DAHER Marc Romano	8
+ PDF Chat	Root’s barrier: Construction, optimality and applications to variance options	2013	Alexander M. G. Cox Jiajie Wang	8
+ PDF Chat	The Existence of Probability Measures with Given Marginals	1965	Volker Strassen	8
+	Optimal stopping under nonlinear expectation	2014	Ibrahim Ekren Nizar Touzi Jianfeng Zhang	8
+	Fully Nonlinear Elliptic Equations	1995	Luis Caffarelli Xavier Cabré	8
+ PDF Chat	Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation	2014	Triet Pham Jianfeng Zhang	8
+	On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems	2007	N. Yu. Lukoyanov	8
+	Optimal transportation under controlled stochastic dynamics	2013	Xiaolu Tan Nizar Touzi	7
+	Solvability of backward stochastic differential equations with quadratic growth	2007	Revaz Tevzadze	7
+	Martingale representation theorem for the<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-expectation	2010	H. Meté Soner Nizar Touzi Jianfeng Zhang	7