BibSonomy publications for /author/Karoui http://www.bibsonomy.org/author/Karoui BibSonomy RSS Feed for /author/Karoui Phenomenology of the interest rate curve http://www.bibsonomy.org/bibtex/2c4bc74fb4114441b3cda974ad8f35728/smicha smicha 2008-04-23T19:16:38+02:00 imported
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
]]> Optimal design of derivatives in illiquid markets http://www.bibsonomy.org/bibtex/2d034e3a0d33a5338d994fb40b5ec5336/smicha smicha 2008-04-23T19:09:19+02:00 imported
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
]]> Martingale measures and partially observable diffusions http://www.bibsonomy.org/bibtex/223c854016f2c0818d304dd999022f06c/smicha smicha 2008-04-23T18:41:03+02:00 imported
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
]]> Optimal portfolio management with American capital guarantee http://www.bibsonomy.org/bibtex/21929f668eab682631dc964175af2aa2c/smicha smicha 2008-04-22T15:17:45+02:00 Portfolio optimization
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
]]> Dynamic asset pricing theory with uncertain time-horizon http://www.bibsonomy.org/bibtex/21bfc289deeb014cda7795356e0f5eae8/smicha smicha 2008-04-22T15:17:45+02:00 Asset pricing
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
]]> A dynamic programming approach for pricing options embedded in bonds http://www.bibsonomy.org/bibtex/2fe34f3f6f32ba613b53aa81b3a0fe2b2/smicha smicha 2008-04-22T15:17:45+02:00 Option pricing
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
]]> BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations Stochastic Processes and their Applications http://www.bibsonomy.org/bibtex/2d7faeab50c24c24ad47b7a0be846ab8a/smicha smicha 2008-04-22T14:25:45+02:00 Backward SDEs
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
]]> Propri\'et\'es de martingales, explosion et repr\'esentation de L\'evy--Khintchine d'une classe de processus de branchement \`a valeurs mesures Stochastic Processes and their Applications http://www.bibsonomy.org/bibtex/2b8a91fce5c87d2e864fb50311c58d88f/smicha smicha 2008-04-22T14:25:45+02:00 branching process
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
]]> Stochastic control methods in optimal design of life testing Stochastic Processes and their Applications http://www.bibsonomy.org/bibtex/2c3f8ad5ac53480d066816430335ead64/smicha smicha 2008-04-22T14:25:45+02:00 Stochastic control
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
]]> Extraction et validation par croisement des relations d’une ontologie de domaine. dblp http://www.bibsonomy.org/bibtex/2bc1573aafafbfcbc5cd756832dfe9df7/dblp dblp 2008-03-13T00:00:00+01:00 dblp
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
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