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Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline; Fehr, Max - In: Operations research 62 (2014) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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Catastrophe bonds
Barrieu, Pauline; Braun, Alexander; Makariou, Despoina - In: Handbook of Insurance : Volume I, (pp. 169-195). 2025
Persistent link: https://www.econbiz.de/10015185001
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Arbitrage pricing and hedging of interest rate claims with state variables
El Karoui, Nicole; Myneni, Ravi; Viswanathan, R. - 1992
Persistent link: https://www.econbiz.de/10000875959
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The pricing and hedging of interest rate claims
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875970
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A probabilistic approach to the valuation of general floating-rate notes with an application to interest rate swaps
El Karoui, Nicole - In: Advances in futures and options research : a research annual 7 (1994), pp. 47-64
Persistent link: https://www.econbiz.de/10001193405
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Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of economic dynamics & control 29 (2005) 10, pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383