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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/10006748805
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218796
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218801
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Options exotiques
Karoui, Nicole el-; Jeanblanc, Monique - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 49-67
Persistent link: https://www.econbiz.de/10009918846
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
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Stein’s method and zero bias transformation for CDO tranche pricing
El Karoui, N.; Jiao, Y. - In: Finance and stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10008211982
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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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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
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Choix de la moins chère à livrer : un raccourci utile
Lacoste, Vincent - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 77-92
Persistent link: https://www.econbiz.de/10009918870
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Wiener Chaos: A New Approach To Option Hedging
Lacoste, Vincent - In: Mathematical finance : an international journal of … 6 (1996) 2, pp. 197-214
Persistent link: https://www.econbiz.de/10008220412