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Publications in Math-Net.Ru |
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2021 |
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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  |
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2000 |
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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  |
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| Presentations in Math-Net.Ru |
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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
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