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Optimal electricity demand response contracting with responsiveness incentives. by
  • Aïd, René
  • Possamai, Dylan
  • Touzi, Nizar
  • Research in Options 2019 (2019: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2019
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Stochastic control of path-dependent systems, application to the Principal-Agent problem. by
  • Touzi, Nizar
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
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Branching diffusion representation of nonlinear PDEs. by
  • Touzi, Nizar
  • Research in Options 2017 (2017: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2017
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Is there a Golden Parachute in Sannikov’s principal-agent problem? by
  • Touzi, Nizar
  • Research in Options 2020 (2020: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2020
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