| Backward stochastic differential equations in finance N El Karoui, S Peng, MC Quenez Mathematical finance 7 (1), 1-71, 1997 | 3450 | 1997 |
| Changes of numeraire, changes of probability measure and option pricing H Geman, N El Karoui, JC Rochet Journal of Applied probability 32 (2), 443-458, 1995 | 1047 | 1995 |
| Reflected solutions of backward SDE's, and related obstacle problems for PDE's N El Karoui, C Kapoudjian, E Pardoux, S Peng, MC Quenez the Annals of Probability 25 (2), 702-737, 1997 | 1024 | 1997 |
| Dynamic programming and pricing of contingent claims in an incomplete market N El Karoui, MC Quenez SIAM journal on Control and Optimization 33 (1), 29-66, 1995 | 978 | 1995 |
| Les aspects probabilistes du contrôle stochastique N El Karoui École d’été de Probabilités de Saint-Flour IX-1979, 73-238, 2006 | 793 | 2006 |
| Pricing via utility maximization and entropy R Rouge, N El Karoui Mathematical Finance 10 (2), 259-276, 2000 | 687 | 2000 |
| Robustness of the Black and Scholes formula NE Karoui, M Jeanblanc‐Picquè, SE Shreve Mathematical finance 8 (2), 93-126, 1998 | 549 | 1998 |
| Inf-convolution of risk measures and optimal risk transfer P Barrieu, N El Karoui Finance and stochastics 9 (2), 269-298, 2005 | 358 | 2005 |
| Compactification methods in the control of degenerate diffusions: existence of an optimal control K Nicole el, N Du'hŪŪ, JP Monique Stochastics: an international journal of probability and stochastic …, 1987 | 349 | 1987 |
| Pricing, hedging and optimally designing derivatives via minimization of risk measures P Barrieu, NE Karoui arXiv preprint arXiv:0708.0948, 2007 | 259 | 2007 |
| A general result of existence and uniqueness of backward stochastic differential equations N El Karoui, S Huang Pitman research notes in mathematics series, 27-38, 1997 | 258 | 1997 |
| BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations N El-Karoui, S Hamadène Stochastic Processes and their Applications 107 (1), 145-169, 2003 | 253 | 2003 |
| Optimization of consumption with labor income N El Karoui, M Jeanblanc-Picqué Finance and Stochastics 2 (4), 409-440, 1998 | 237 | 1998 |
| American options N El Karoui, E Pardoux, M Quenez Numerical methods in finance 13, 215, 1997 | 221 | 1997 |
| A dynamic maximum principle for the optimization of recursive utilities under constraints N El Karoui, S Peng, MC Quenez Annals of applied probability, 664-693, 2001 | 208 | 2001 |
| Understanding, modelling and managing longevity risk: key issues and main challenges P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ... Scandinavian actuarial journal 2012 (3), 203-231, 2012 | 202 | 2012 |
| Non-linear pricing theory and backward stochastic differential equations N El Karoui, MC Quenez Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 2006 | 196 | 2006 |
| Optimal portfolio management with American capital guarantee N El Karoui, M Jeanblanc, V Lacoste Journal of Economic Dynamics and Control 29 (3), 449-468, 2005 | 177 | 2005 |
| Cash subadditive risk measures and interest rate ambiguity N El Karoui, C Ravanelli Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 176 | 2009 |
| What happens after a default: the conditional density approach N El Karoui, M Jeanblanc, Y Jiao Stochastic processes and their applications 120 (7), 1011-1032, 2010 | 167 | 2010 |
Mohamed MradLaga université Sorbonne Paris NordVerified email at math.univ-paris13.fr
