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Disambiguation of "Karoui, Nicole El"

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Optimal portfolio management with American capital guarantee

, , and . Journal of Economic Dynamics and Control, 29 (3): 449--468 (March 2005)

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Jihen Karoui

Hajer Karoui

El Miloudi El Mechaouri

El Araby El Shenawy

El Miloudi El Mechaouri

 

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Optimal portfolio management with American capital guarantee, , and . Journal of Economic Dynamics and Control, 29 (3): 449--468 (March 2005)Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium., and . SIAM J. Financial Math., 12 (1): 189-225 (2021)Inf-convolution of risk measures and optimal risk transfer., and . Finance and Stochastics, 9 (2): 269-298 (2005)Stein's method and zero bias transformation for CDO tranche pricing., and . Finance and Stochastics, 13 (2): 151-180 (2009)Propriétés de martingales, explosion et représentation de Lévy--Khintchine d'une classe de processus de branchement à valeurs mesures, and . Stochastic Processes and their Applications, 38 (2): 239--266 (August 1991)Density Approach in Modeling Successive Defaults., , and . SIAM J. Financial Math., 6 (1): 1-21 (2015)Optimization of consumption with labor income., and . Finance and Stochastics, 2 (4): 409-440 (1998)Optimal design of derivatives in illiquid markets, and . Quantitative Finance, 2 (3): 181--188 (2002)Phenomenology of the interest rate curve, , , , and . Applied Mathematical Finance, 6 (3): 209--232 (1999)Dynamic asset pricing theory with uncertain time-horizon, , and . Journal of Economic Dynamics and Control, 29 (10): 1737--1764 (October 2005)