Nicole El Karoui (LPMA)
Identifiers
- name variant Nicole El Karoui (LPMA) 0.60 · backfill
Papers (3)
- Dynamics of multivariate default system in random environment q-fin.RM · 2015 · author #1
- Ramsey Rule with Progressive utility and Long Term Affine Yields Curves q-fin.CP · 2014 · author #1
- Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling q-fin.CP · 2014 · author #1
Mentions
- 1509.09133 #1 · backfill · confidence 0.70 Nicole El Karoui (LPMA)
- 1404.1913 #1 · backfill · confidence 0.70 Nicole El Karoui (LPMA)
- 1404.1895 #1 · backfill · confidence 0.70 Nicole El Karoui (LPMA)
Frequent Coauthors
- Caroline Hillairet (CMAP) 2 shared papers
- Mohamed Mrad (LAGA) 2 shared papers
- Monique Jeanblanc (LaMME) 1 shared papers
- Ying Jiao (SAF) 1 shared papers