|
|
|
Publications in Math-Net.Ru |
Citations |
|
2021 |
| 1. |
A. Barrasso, N. Touzi, “Controlled diffusion mean field games with common noise and McKean–Vlasov second order backward SDE”, Teor. Veroyatnost. i Primenen., 66:4 (2021), 774–805    ; Theory Probab. Appl., 66:4 (2022), 613–639  |
6
|
|
2000 |
| 2. |
P. F. Koehl, Pham Huyên, N. Touzi, “On super-replication in discrete time under transaction costs”, Teor. Veroyatnost. i Primenen., 45:4 (2000), 783–788 ; Theory Probab. Appl., 45:4 (2001), 667–673  |
19
|
|
| Presentations in Math-Net.Ru |
| 1. |
Mean field game of mutual holding
Nizar Touzi
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 19, 2021 12:00
|
|
|
| Organisations |
|
|
Contact us: