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Gaussian and Poisson approximation : applications to CDOs tranche pricing
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
The journal of computational finance
12
(
2008/09
)
2
,
pp. 31-58
Persistent link: https://www.econbiz.de/10009534632
Saved in:
2
Valuation and VaR computation for CDOs using Stein's method
El Karoui, Nicole
;
Jiao, Ying
;
Kurtz, David
- In:
Applied quantitative finance
,
(pp. 161-189)
.
2009
Persistent link: https://www.econbiz.de/10003746015
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 probabilistic approach to the valuation of general floating rate notes
El Karoui, Nicole
;
Geman, Hélyette
-
1992
-
Version: October 1992
Persistent link: https://www.econbiz.de/10000875939
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
Multifactor models of the term structure of interest rates
El Karoui, Nicole
;
Lacoste, Vincent
-
1992
Persistent link: https://www.econbiz.de/10000875966
Saved in:
8
The pricing and hedging of interest rate claims
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875970
Saved in:
9
Applications
El Karoui, Nicole
(
contributor
)
-
1991
Persistent link: https://www.econbiz.de/10000875971
Saved in:
10
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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