Nicole El Karoui

Identifiers

• name variant Nicole El Karoui 0.60 · backfill

Papers (8)

1. Quadratic Exponential Semimartingales and Application to BSDEs with jumps math.PR · 2016 · author #1
2. Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework math.OC · 2013 · author #1
3. Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs math.PR · 2011 · author #2
4. On Az\'ema-Yor processes, their optimal properties and the Bachelier-drawdown equation math.PR · 2009 · author #2
5. Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance q-fin.PR · 2008 · author #1
6. Cash Sub-additive Risk Measures and Interest Rate Ambiguity q-fin.RM · 2007 · author #1
7. Maturity randomization for stochastic control problems math.PR · 2006 · author #2
8. Measuring and hedging financial risks in dynamical world math.PR · 2003 · author #1

Mentions

• 1310.3363 #1 · backfill · confidence 0.70 Nicole El Karoui
• 1101.5282 #2 · backfill · confidence 0.70 Nicole El Karoui
• 0902.1328 #2 · backfill · confidence 0.70 Nicole El Karoui
• 0804.2561 #1 · backfill · confidence 0.70 Nicole El Karoui
• 0710.4106 #1 · backfill · confidence 0.70 Nicole El Karoui

Frequent Coauthors

• Anis Matoussi 1 shared papers
• Armand Ngoupeyou 1 shared papers
• Asma Meziou 1 shared papers
• Bruno Bouchard 1 shared papers
• Claudia Ravanelli 1 shared papers
• Jan Ob{\l}\'oj 1 shared papers
• Laurent Carraro 1 shared papers
• Nizar Touzi 1 shared papers
• Pauline Barrieu 1 shared papers
• Xiaolu Tan 1 shared papers