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Nicole El Karoui

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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2021
[j6]
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  - journals/siamfm/KarouiM21
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Nicole El Karoui, Mrad Mohamed:
Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium. SIAM J. Financial Math. 12(1): 189-225 (2021)
2015
[j5]
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Nicole El Karoui, Monique Jeanblanc, Ying Jiao:
Density Approach in Modeling Successive Defaults. SIAM J. Financial Math. 6(1): 1-21 (2015)
2013
[j4]
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Nicole El Karoui, Mrad Mohamed:
An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE. SIAM J. Financial Math. 4(1): 697-736 (2013)
2009
[j3]
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Nicole El Karoui, Ying Jiao:
Stein's method and zero bias transformation for CDO tranche pricing. Finance Stochastics 13(2): 151-180 (2009)
2005
[j2]
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Pauline Barrieu, Nicole El Karoui:
Inf-convolution of risk measures and optimal risk transfer. Finance Stochastics 9(2): 269-298 (2005)
1998
[j1]
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Nicole El Karoui, Monique Jeanblanc-Picqué:
Optimization of consumption with labor income. Finance Stochastics 2(4): 409-440 (1998)

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Schloss Dagstuhl - Leibniz Center for Informatics is a member of the Leibniz Association and is funded by the federal government of Germany and the states of Germany, especially Saarland and Rhineland‑Palatinate.