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Multifactor models of the term...
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El Karoui, Nicole
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Karoui, Nicole El
25
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15
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14
Lacoste, Vincent
14
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11
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9
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3
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2
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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1
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
-
2002
Persistent link: https://www.econbiz.de/10001728997
Saved in:
2
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 449-468
Persistent link: https://www.econbiz.de/10002611336
Saved in:
3
Thirty years of derivatives market : originality of the French experience
El Karoui, Nicole
- In:
Options - 45 years since the publication of the …
,
(pp. 413-432)
.
2023
Persistent link: https://www.econbiz.de/10014366689
Saved in:
4
A note on the behavior of long zero coupon rates in a no-arbitrage framework
El Karoui, Nicole
;
Frachot, Antoine
;
Geman, Hélyette
-
1996
Persistent link: https://www.econbiz.de/10000936717
Saved in:
5
On the behavior of long zero coupon rates in a no arbitrage framework
El Karoui, Nicole
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 351-369
Persistent link: https://www.econbiz.de/10001238755
Saved in:
6
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
Saved in:
7
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Insider trading and nonlinear equilibria : single auction case
Cho, Kyung-Ha
;
El Karoui, Nicole
- In:
Annales d'économie et de statistique
(
2000
),
pp. 21-41
Persistent link: https://www.econbiz.de/10001543388
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