4. Mathematics
  5. Analysis of PDEs

Nizar Touzi

Mathematics – Analysis of PDEs

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CMAP

A Probabilistic Numerical Method for Fully Nonlinear Parabolic PDEs

Mathematics – Probability
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Dual Formulation of Second Order Target Problems

Mathematics – Probability
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Dual formulation of the utility maximization problem: the case of nonsmooth utility

Mathematics – Probability
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Homogenization and asymptotics for small transaction costs

Mathematics – Optimization and Control
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Kernel estimation of Greek weights by parameter randomization

Mathematics – Probability
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Profile ID: LFWR-SCP-P-111877

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