Applications of Malliavin calculus to Monte Carlo methods in finance E Fournié, JM Lasry, J Lebuchoux, PL Lions, N Touzi Finance and Stochastics 3, 391-412, 1999 | 730 | 1999 |

Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations B Bouchard, N Touzi Stochastic Processes and their applications 111 (2), 175-206, 2004 | 681 | 2004 |

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL^{1}E Renault, N Touzi Mathematical Finance 6 (3), 279-302, 1996 | 421 | 1996 |

Optimal stochastic control, stochastic target problems, and backward SDE N Touzi Springer Science & Business Media, 2012 | 376 | 2012 |

Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs P Cheridito, HM Soner, N Touzi, N Victoir Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2007 | 347 | 2007 |

Law invariant risk measures have the Fatou property E Jouini, W Schachermayer, N Touzi Advances in mathematical economics, 49-71, 2006 | 342 | 2006 |

Wellposedness of second order backward SDEs HM Soner, N Touzi, J Zhang Probability Theory and Related Fields 153 (1), 149-190, 2012 | 331 | 2012 |

Contingent claims and market completeness in a stochastic volatility model M Romano, N Touzi Mathematical Finance 7 (4), 399-412, 1997 | 317 | 1997 |

A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options A Galichon, P Henry-Labordere, N Touzi | 295 | 2014 |

Optimal multiple stopping and valuation of swing options R Carmona, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 274 | 2008 |

Vector-valued coherent risk measures E Jouini, M Meddeb, N Touzi Finance and stochastics 8 (4), 531-552, 2004 | 251 | 2004 |

Weak dynamic programming principle for viscosity solutions B Bouchard, N Touzi SIAM Journal on Control and Optimization 49 (3), 948-962, 2011 | 247 | 2011 |

Optimal risk sharing for law invariant monetary utility functions E Jouini, W Schachermayer, N Touzi Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 243 | 2008 |

Martingale representation theorem for the G-expectation HM Soner, N Touzi, J Zhang Stochastic Processes and their Applications 121 (2), 265-287, 2011 | 233 | 2011 |

On viscosity solutions of path dependent PDEs I Ekren, C Keller, N Touzi, J Zhang | 232 | 2014 |

A probabilistic numerical method for fully nonlinear parabolic PDEs A Fahim, N Touzi, X Warin | 213 | 2011 |

Dynamic programming for stochastic target problems and geometric flows HM Soner, N Touzi Journal of the European Mathematical Society 4 (3), 201-236, 2002 | 213 | 2002 |

Quasi-sure stochastic analysis through aggregation M Soner, N Touzi, J Zhang | 195 | 2011 |

Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II I Ekren, N Touzi, J Zhang | 185 | 2016 |

Spectral methods for identifying scalar diffusions LP Hansen, JA Scheinkman, N Touzi Journal of Econometrics 86 (1), 1-32, 1998 | 183 | 1998 |