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publications

(35)

• Phenomenology of the interest rate curve
  Jean-Philippe Bouchaud and Nicolas Sagna and Rama Cont and Nicole El-Karoui and Marc Potters Applied Mathematical Finance 6 209--232 (1999)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Optimal design of derivatives in illiquid markets
  Pauline Barrieu and Nicole El Karoui Quantitative Finance 2 181--188 (2002)
  to imported by smicha on 2008-04-23 19:09:19
  | URL | BibTeX  
• Martingale measures and partially observable diffusions
  N. El Karoui and M. Jeanblac-Picqu{\'E} Stochastic Analysis and Applications 9 147--176 (1991)
  to imported by smicha on 2008-04-23 18:41:03
  | URL | BibTeX  
• Optimal portfolio management with American capital guarantee
  Nicole El Karoui and Monique Jeanblanc and Vincent Lacoste Journal of Economic Dynamics and Control 29 449--468 (2005)
  to Portfolio optimization by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Dynamic asset pricing theory with uncertain time-horizon
  Christophette Blanchet-Scalliet and Nicole El Karoui and Lionel Martellini Journal of Economic Dynamics and Control 29 1737--1764 (2005)
  to Asset pricing by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• A dynamic programming approach for pricing options embedded in bonds
  Hatem Ben-Ameur and Mich{\`e}le Breton and Lotfi Karoui and Pierre L'Ecuyer Journal of Economic Dynamics and Control 31 2212--2233 (2007)
  to Option pricing by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations
  N. El-Karoui and S. Hamad{\`e}ne Stochastic Processes and their Applications 107 145--169 (2003)
  to Backward SDEs by smicha on 2008-04-22 14:25:45
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• Propri\'et\'es de martingales, explosion et repr\'esentation de L\'evy--Khintchine d'une classe de processus de branchement \`a valeurs mesures
  Nicole El Karoui and Sylvie Roelly Stochastic Processes and their Applications 38 239--266 (1991)
  to branching process by smicha on 2008-04-22 14:25:45
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• Stochastic control methods in optimal design of life testing
  N. El Karoui and A. Gerardi and L. Mazliak Stochastic Processes and their Applications 52 309--328 (1994)
  to Stochastic control by smicha on 2008-04-22 14:25:45
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• Extraction et validation par croisement des relations d’une ontologie de domaine.
  Lobna Karoui EGC 223-224 (2008)
  to dblp by dblp on 2008-03-13 00:00:00
  | URL | BibTeX