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Author
Jouini, Elyès (9)
Touzi, Nizar (9)
Carmona, René (3)Cinlar, E. (3)Ekeland, Ivar (3)Koehl, Pierre-François (3)Scheinkman, José (3)Schachermayer, Walter (2)Meddeb, Moncef (1)Subjectquantitative finance (3)Comonotonicity (1)Consumption–investment problems (1)contingent claim (1)Deterministic optimal control (1)Endogenous delay (1)Fatou property (1)incomplete markets (1)Integral equations (1)Levy convergence (1)... Plus d'optionsDate Issued2000 - 2008 (7)1997 - 1999 (2)Type de documentArticle accepté pour publication ou publié (5)Ouvrage (3)Chapitre d'ouvrage (1)

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Law Invariant Risk Measures Have the Fatou Property 

Touzi, Nizar; Schachermayer, Walter; Jouini, Elyès (2006) Chapitre d'ouvrage
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Optimal Risk Sharing for Law Invariant Monetary Utility Functions 

Jouini, Elyès; Schachermayer, Walter; Touzi, Nizar (2008) Article accepté pour publication ou publié
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Vector-valued Coherent Risk Measures 

Touzi, Nizar; Meddeb, Moncef; Jouini, Elyès (2004) Article accepté pour publication ou publié
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Optimal investment with taxes : an existence result 

Touzi, Nizar; Jouini, Elyès; Koehl, Pierre-François (2000-05) Article accepté pour publication ou publié
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Optimal investment with taxes : an optimal control problem with endogeneous delay 

Touzi, Nizar; Jouini, Elyès; Koehl, Pierre-François (1999-07) Article accepté pour publication ou publié
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Incomplete markets, transaction costs and liquidity effects 

Jouini, Elyès; Touzi, Nizar; Koehl, Pierre-François (1997-12) Article accepté pour publication ou publié
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Paris-Princeton Lectures on Mathematical Finance 2003 

Carmona, René; Cinlar, E.; Ekeland, Ivar; Jouini, Elyès; Scheinkman, José; Touzi, Nizar (2004) Ouvrage
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Paris-Princeton Lectures on Mathematical Finance 2004 

Carmona, René; Cinlar, E.; Ekeland, Ivar; Jouini, Elyès; Scheinkman, José; Touzi, Nizar (2007) Ouvrage
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Paris-Princeton Lectures on Mathematical Finance 2002 

Carmona, René; Cinlar, E.; Ekeland, Ivar; Jouini, Elyès; Scheinkman, José; Touzi, Nizar (2003) Ouvrage

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