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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
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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
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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
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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
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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
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Theory
El Karoui, Nicole - 1992
Persistent link: https://www.econbiz.de/10000875960
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Multifactor models of the term structure of interest rates
El Karoui, Nicole; Lacoste, Vincent - 1992
Persistent link: https://www.econbiz.de/10000875966
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The pricing and hedging of interest rate claims
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875970
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Applications
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875971
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The valuation and hedging of contingent claims with Markovian interest rates
El Karoui, Nicole (contributor) - 1991
Persistent link: https://www.econbiz.de/10000875975