H.M. Soner and N. Touzi, The problem of super-replication under constraints.  H.M. Soner and N. Touzi, The problem of super-replication under constraints, to appear in Paris-Princeton Lectures in Mathematical Finance, Lecture Notes in Mathematics, Springer-Verlag, Vol. 1814, 133-172.
 N. Touzi, Super-replication under proportional transaction costs: from discrete to continuous-time models. Mathematical Methods of Operations Research, 50, 297-320 (1999).
 B. Bouchard and N. Touzi, Explicit solution of the multivariate super-replication problem under transaction costs. Annals of Applied Probability, 10, 685-708 (2000).
 N. Touzi, Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints. Stochastic Processes and their Applications, 88, 305-328 (2000).
 H.M. Soner and N. Touzi, Super-replication under Gamma constraint. Journal on Control and Optimization, 39, 73-96 (2000).
 P.-F. Koehl, H. Pham and N. Touzi, On super-replication under Transaction costs in general discrete-time models. Theory of Probability and its Applications, 45, 783-788 (1999).
 L. Carassus, H. Pham and N. Touzi, Arbitrage and domination cost in a discrete-time model with convex portfolio constraints. Mathematical Finance, 11, 3, 315-329 (2001).
 E. Jouini, P.-F. Koehl and N. Touzi, Optimal investment with taxes: an existence result. Journal of Mathematical Economics, 33, 373-388.
 E. Jouini, P.-F. Koehl and N. Touzi, Optimal investment with taxes~: an optimal control problem with endogeneous delay. Nonlinear Analysis~: Theory, Methods and Applications, 37, 31-56 (1999).
 N. Touzi, Optimal insurance demand under marked point processes shocks. Annals of Applied Probability, 10, 283-312 (2000).
 J. Cvitanic, H. Pham and N. Touzi, Super-replication in stochastic volatility models with portfolio constraints. Journal of Applied Probability, 36, 523-545 (1999).
 J. Cvitanic, H. Pham and N. Touzi, A closed-form solution for the problem of super-replication under transaction costs. Finance and Stochastics, 3, 35-54 (1999).
 E. Fournié, J.M. Lasry and N. Touzi, Monte Carlo Methods in Stochastic Volatility Models. in Numerical Methods in Financial Mathematics, edited by C. Rogers et D. Talay, Cambridge University Press (1997).
 E. Fournié, J.M. Lasry, J. Lebuchoux, P.-L. Lions and N. Touzi, Some applications of Malliavin calculus to Monte Carlo methods in finance. Finance and Stochastics, 3, 391-412 (1999).
 P.-F. Koehl, H. Pham and N. Touzi, Hedging in discrete-time under Transaction costs and continuous-time limit. Journal of Applied Probability, 36, 163-178 (1999).
 H. Pham and N. Touzi, The fundamental theorem of asset pricing with cone constraints. Journal of Mathematical Economics, 31(2), 265-279 (March 1999).
 N. Touzi, American options exercise boundary when the volatility changes randomly. Applied Mathematics and Optimization 39, 411-422 (1999).
 E. Fournié, J. Lebuchoux and N. Touzi, Small Noise Expansion and Importance Sampling. Asymptotic Analysis 14, 361-376 (1997).
 E. Jouini, P.-F. Koehl and N. Touzi, Incomplete Markets. Transaction costs and Liquidity effects, European Journal of Finance 4, 325-348.
 L.P. Hansen, J.A. Scheinkman and N. Touzi, Spectral Methods for Identifying Scalar Diffusions. Journal of Econometrics 86, 1-32.
 J.-P. Florens, E. Renault and N. Touzi, Testing Embeddability by Stationary Reversible Continuous-Time Markov Processes. Econometric Theory 14.
 C. Gouriéroux, E. Renault and N. Touzi, Calibration by Simulation for Small Sample Bias Correction. in Simulation Based Inference in Econometrics Methods edited by J. Geweke and R. Mariano.
 S. Pastorello, E. Renault and N. Touzi, Statistical Inference for Random Variance Option Pricing. Journal of Business and Economic Statistics 2000, vol. 18, no 3, p. 358-367.
 M. Romano and N. Touzi, Contingent Claims and Market Completeness in a Stochastic Volatility Model. Mathematical Finance 7, 399-412 (1997).
 H. Pham and N. Touzi, Equilibrium State Prices in a Stochastic Volatility Model. Mathematical Finance 6, 215-236 (1996).
 E. Renault and N. Touzi, Option Hedging and Implicit Volatilities. Mathematical Finance 6, 279-302 (1996).