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N. Touzi
Information about the author N. Touzi will soon be added to the site.
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2 papers
in total
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Continuous-time Dynkin games with mixed strategies
2002
Let ( X,Y,Z ) be a triple of payoff processes defining a Dynkin game...
Super-replication under proportional transaction costs: From discrete to continuous-time models
1999
In this paper, we study the problem of finding the minimal initial capital (i.e....
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