Narrow search
Showing 1 - 10 of 15
Cover Image
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
Cover Image
The pricing and hedging of interest rate claims
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875970
Cover Image
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
Cover Image
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
Cover Image
Cash sub-additive risk measures and interest rate ambiguity
El Karoui, Nicole; Ravanelli, Claudia - 2008
A new class of risk measures called cash sub-additive risk measures is introduced to assess the risk of future financial, nonfinancial and insurance positions. The debated cash additive axiom is relaxed into the cash sub-additive axiom to preserve the original difference between the numeraire of...
Persistent link: https://www.econbiz.de/10003961489
Cover Image
Dynamic financial risk management
Barrieu, Pauline; El Karoui, Nicole - In: Aspects of mathematical finance, (pp. 23-35). 2008
Persistent link: https://www.econbiz.de/10003653391
Cover Image
Reflected backward SDEs and American options
El Karoui, Nicole; Pardoux, E.; Quenez, M. C. - In: Numerical methods in finance, (pp. 215-231). 2008
Persistent link: https://www.econbiz.de/10003723943
Cover Image
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
Cover Image
Financial mathematics
El Karoui, Nicole (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001782527
Cover Image
Options exotiques
El Karoui, Nicole; Jeanblanc, Monique - In: Finance : revue de l'Association Française de Finance 20 (1999) 2, pp. 49-67
Persistent link: https://www.econbiz.de/10001544315