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Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole; Meziou, Asma - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
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Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole; Ravanelli, Claudia - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
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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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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
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Backward Stochastic Differential Equations in Finance
El Karoui, N.; Peng, S.; Quenez, M.C. - In: Mathematical finance : an international journal of … 7 (1997) 1, pp. 1-72
Persistent link: https://www.econbiz.de/10008220191
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Pricing via Utility Maximization and Entropy
Rouge, Richard; Karoui, Nicole El - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10008217828
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Robustness of the Black and Scholes Formula
Karoui, Nicole El; Jeanblanc-Picqué, Monique; Shreve, … - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 93-126
Persistent link: https://www.econbiz.de/10008219272