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Algorithms for portfolio optimization and portfolio insurance
Rudolf, Markus - 1994
Persistent link: https://www.econbiz.de/10013417914
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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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Theory
El Karoui, Nicole - 1992
Persistent link: https://www.econbiz.de/10000875960
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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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Applications
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875971
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The valuation and hedging of contingent claims with Markovian interest rates
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875975
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Non-linear pricing theory and backward stochastic differential equations
El Karoui, Nicole - In: Financial mathematics : held in Bressanone, Italy, July …, (pp. 191-246). 1997
Persistent link: https://www.econbiz.de/10001321236
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Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
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Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009
Persistent link: https://www.econbiz.de/10003807579
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Imperfect markets and backward stochastic differential equations
El Karoui, Nicole; Quenez, M. C. - In: Numerical methods in finance, (pp. 181-214). 2008
Persistent link: https://www.econbiz.de/10003723941