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~person:"El Karoui, Nicole"
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El Karoui, Nicole
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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 / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
Theory
El Karoui, Nicole
-
1992
Persistent link: https://www.econbiz.de/10000875960
Saved in:
7
The pricing and hedging of interest rate claims
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875970
Saved in:
8
Applications
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875971
Saved in:
9
The valuation and hedging of contingent claims with Markovian interest rates
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875975
Saved in:
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