Nicole El Karoui

According to our database, Nicole El Karoui authored at least 6 papers between 1998 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium.

Nicole El Karoui, Mrad Mohamed

SIAM J. Financial Math., 2021

2015

Density Approach in Modeling Successive Defaults.

Nicole El Karoui, Monique Jeanblanc, Ying Jiao

SIAM J. Financial Math., 2015

2013

An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE.

Nicole El Karoui, Mrad Mohamed

SIAM J. Financial Math., 2013

2009

Stein's method and zero bias transformation for CDO tranche pricing.

Nicole El Karoui, Ying Jiao

Finance Stochastics, 2009

2005

Inf-convolution of risk measures and optimal risk transfer.

Pauline Barrieu, Nicole El Karoui

Finance Stochastics, 2005

1998

Optimization of consumption with labor income.

Nicole El Karoui, Monique Jeanblanc-Picqué

Finance Stochastics, 1998