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Thirty years of derivatives market : originality of the French experience
El Karoui, Nicole
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Options - 45 years since the publication of the …
,
(pp. 413-432)
.
2023
Persistent link: https://www.econbiz.de/10014366689
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Longevity risk and capital markets : the 2015-16 update
Blake, David
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El Karoui, Nicole
;
Loisel, Stéphane
; …
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Insurance
78
(
2018
),
pp. 157-173
Persistent link: https://www.econbiz.de/10011825252
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Cause-of-death mortality : what can be learned from population dynamics?
Boumezoued, Alexandre
;
Labit Hardy, Héloïse
;
El …
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Insurance
78
(
2018
),
pp. 301-315
Persistent link: https://www.econbiz.de/10011825311
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Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
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Measuring mortality heterogeneity with multi-state models and interval-censored data
Boumezoued, Alexandre
;
El Karoui, Nicole
;
Loisel, Stéphane
- In:
Insurance
72
(
2017
),
pp. 67-82
Persistent link: https://www.econbiz.de/10011691580
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How can a cause-of-death reduction be compensated for by the population heterogeneity? : A dynamic approach
Kaakaï, Sarah
;
Labit Hardy, Héloïse
;
Arnold-Gaille, …
- In:
Insurance
89
(
2019
),
pp. 16-37
Persistent link: https://www.econbiz.de/10012133502
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Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
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A model for a large investor trading at market indifference prices : I: single-period case
Bank, Peter
;
Kramkov, Dmitry
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 449-472
Persistent link: https://www.econbiz.de/10011418186
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Superreplication when trading at market indifference prices
Bank, Peter
;
Gökay, Selim
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 153-182
Persistent link: https://www.econbiz.de/10011460049
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Hedging with temporary price impact
Bank, Peter
;
Soner, Halil Mete
;
Voß, Moritz
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 215-239
Persistent link: https://www.econbiz.de/10011900542
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