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Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique; Leniec, Marta - In: International journal of theoretical and applied finance 18 (2015) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
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Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.; Jeanblanc, Monique - In: Finance and stochastics 4 (2000) 2, pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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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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Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of economic dynamics & control 29 (2005) 10, pp. 1737-1764
Persistent link: https://www.econbiz.de/10003128383
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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