Backward Stochastic Differential Equations in Finance von El Karoui, N., Peng, S., Quenez, M. C.

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Inf-convolution of risk measures and optimal risk transfer von Barrieu, Pauline, El Karoui, Nicole

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BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations von El-Karoui, N., Hamadène, S.

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Stein’s method and zero bias transformation for CDO tranche pricing von El Karoui, N., Jiao, Y.

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Optimal investment decisions when time-horizon is uncertain von Blanchet-Scalliet, Christophette, El Karoui, Nicole, Jeanblanc, Monique, Martellini, Lionel

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Ecole d’Eté de Probabilités de Saint-Flour IX-1979 von Bickel, Peter J, Karoui, Nicole El, Yor, Marc, Hennequin, P. L

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Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE'S von El Karoui, N., Kapoudjian, C., Pardoux, E., Peng, S., Quenez, M. C.

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A Dynamic Maximum Principle for the Optimization of Recursive Utilities under Constraints von El Karoui, N., Peng, S., Quenez, M. C.

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Boundary Sensitivities for Diffusion Processes in Time Dependent Domains von Costantini, C., Gobet, E., El Karoui, N.

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Machine learning and portfolio optimization von Ban, G-Y, El Karoui, N, Lim, AEB

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Pricing Via Utility Maximization and Entropy von Rouge, Richard, El Karoui, Nicole

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Optimal portfolio management with American capital guarantee von El Karoui, Nicole, Jeanblanc, Monique, Lacoste, Vincent

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Graph connection Laplacian and random matrices with random blocks von El Karoui, Noureddine, Wu, Hau-tieng

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A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems von Bank, Peter, El Karoui, Nicole

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Les ondes de choc des révolutions arabes von Bel-Air, Françoise de, Boissier, Annabelle, Bozarslan, Hamit, Charbit, Denis, Colin, Sébastien, El-Karoui, Delphine Pagès, Gonzalez-Quijano, Yves, Kian, Azadeh, Makouar, Nadia, Moussa, Nedjib Sidi, Néfissa, Sarah Ben, Oualdi, M’hamed, Pagès-El Karoui, Delphine, Pierret, Thomas, Pliez, Olivier, Tinguy, Anne de, Verdeil, Chantal

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CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE von El Karoui, Nicole, Meziou, Asma

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Dynamic programming and pricing of contingent claims in an incomplete market von EL KAROUI, N, QUENEZ, M.-C

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Robustness of the Black and Scholes Formula von Karoui, Nicole El, Jeanblanc-Picquè, Monique, Shreve, Steven E.

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Dynamic asset pricing theory with uncertain time-horizon von Blanchet-Scalliet, Christophette, El Karoui, Nicole, Martellini, Lionel

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Maturity Randomization for Stochastic Control Problems von Bouchard, Bruno, El Karoui, Nicole, Touzi, Nizar

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