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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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Options exotiques
El Karoui, Nicole; Jeanblanc, Monique - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
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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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Financial mathematics
El Karoui, Nicole (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001782527
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Pricing via utility maximization and entropy
Rouge, Richard; El Karoui, Nicole - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
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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
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Reflected backward SDEs and American options
El Karoui, Nicole; Pardoux, E.; Quenez, M. C. - In: Numerical methods in finance, (pp. 215-231). 2008
Persistent link: https://www.econbiz.de/10003723943
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Dynamic financial risk management
Barrieu, Pauline; El Karoui, Nicole - In: Aspects of mathematical finance, (pp. 23-35). 2008
Persistent link: https://www.econbiz.de/10003653391
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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