Karoui, Nicole El

1. Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems
   2013/10/12 by Nicole El Karoui, Xiaolu Tan, Karoui, Nicole El +1 · 8 citations
   Decision Sciences · Economics, Econometrics and Finance · #49L20 #60H30 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Primary 28B20 #Risk and Portfolio Optimization #Stochastic processes and financial applications #secondary 93E20
2. Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
   2011/01/27 by Barrieu, Pauline, Karoui, Nicole El · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
3. Cash Sub-additive Risk Measures and Interest Rate Ambiguity
   2007/10/22 by Claudia Ravanelli, Karoui, Nicole El, Ravanelli, Claudia · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
4. Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures
   2007/08/07 by Pauline Barrieu, Barrieu, Pauline, Nicole El Karoui +1 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
5. What happens after a default: the conditional density approach
   2009/05/05 by Karoui, Nicole El, Jeanblanc, Monique, Jiao, Ying · 1 citation
   #FOS: Mathematics #Probability (math.PR)
6. Quadratic Exponential Semimartingales and Application to BSDEs with jumps
   2016/03/20 by Nicole El Karoui, Anis Matoussi, Karoui, Nicole El +3 · 2 citations
   Economics, Econometrics and Finance · Decision Sciences · #Stochastic processes and financial applications #Risk and Portfolio Optimization #Credit Risk and Financial Regulations
7. Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework
   2013/10/12 by Karoui, Nicole El, Tan, Xiaolu · 1 citation
   #49L20 #60H30 #FOS: Mathematics #Optimization and Control (math.OC) #Primary 28B20 #secondary 93E20