!!Nizar Touzi - Selected Publications
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__Books:__ \\
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Stochastic Control Problems, Viscosity Solutions and Application to Finance, Scuola Normale Superiore, Pisa (2002).\\
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Optimal Stochastic Control, Stochastic Target Problems, and Backward SDEs, Springer Fields monograph series.\\
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__Papers:__ \\
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H. De March, N. Touzi, Irreducible convex paving for decomposition of multi-dimensional martingale transport plans. The Annals of Proability 47, Number 3 (2019), 1726-1774.\\
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A.M.G. Cox, J. Obloj and N. Touzi, The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach, to appear in Probability Theory and Related Fields, Volume 173, Issue 1–2, pp 211–259.\\
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Z. Ren, N. Touzi, and J. Zhang, Comparison of viscosity solutions of fully nonlinear degenerate parabolic Path-dependent PDEs. SIAM Journal on Mathematical Analysis, 49(5), 409–4116.\\
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J. Cvitanic, D. Possama ̈ı and N. Touzi, Dynamic programming approach to Principal-Agent problems. Finance and Stochastics, Volume 22, Issue 1, pp 137.\\
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G. Guo, X. Tan and N. Touzi, Tightness and duality of martingale transport on the Skorokhod space. Stochastic Processes and their Applications, 127(3):927-956, 2017.\\
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G. Guo, X. Tan and N. Touzi, On the monotonicity principle of optimal Skorokhod embedding problem. SIAM Journal on Control and Optimization, 54(5):2478–2489, 2016.\\
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M. Beiglb ̈ock, M. Nutz and N. Touzi, Complete duality for martingale optimal transport. Annals of Applied Probability, Volume 45, Number 5 (2017), 3038–3074.\\
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MathSciNet: 115 papers, 3 567 citations in  1 931 publications. Google Scholar: cited by 12424, h-index 57.\\ \\[{ALLOW view All}][{ALLOW edit ntouzi}][{ALLOW upload ntouzi}][{ALLOW comment All}]