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8 research outputs found
A non-linear Riesz respresentation in probabilistic potential theory
Author
H FOLLMER
N ELKAROUI
Publication venue
'Elsevier BV'
Publication date
Field of study
Full text link
Crossref
Optional decomposition of optional supermartingales and applications to filtering and finance
Author
Alexander Melnikov
Berrada T.
+10 more
Duffie D.
ElKaroui N.
Fleming T.R.
Geman H.
Jazwinski A.H.
Kallianpur G.
Lipster R.S.
Mohamed Abdelghani
Vitale P.
Wells C.
Publication venue
'Informa UK Limited'
Publication date
Field of study
No full text
Crossref
Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems
Author
E. Pardoux
G. Barles
+14 more
G. Fragnelli
H. Brezis
H. Kunita
L. Wei
M. Ghergu
M. Nursultanov
M.G. Crandall
N. Elkaroui
N.S. Papageorgiou
Ning Ma
Y. Ouknine
Z. Wu
Z. Wu
Zhen Wu
Publication venue
'Springer Science and Business Media LLC'
Publication date
Field of study
No full text
Crossref
Fast Calibration of the Affine and Quadratic Models
Author
A A Gushchin
D Bloch
+33 more
D Bloch
D Duffie
D Duffie
D Duffie
D Dufresne
Daniel Alexandre Bloch
E
E Alos
E Alos
E Alos
E Ekstrom
J Bergenthum
J Hull
M Leippold
N Bellamy
N El Karoui
N Elkaroui
O Brockhaus
O Brockhaus
P Carr
P Carr
P Carr
P Cheng
P Cheridito
P Cheridito
P Glasserman
R C Merton
R Chen
R Merton
R Schoebel
S Heston
W H Press
Y Z Bergman
Publication venue
'Elsevier BV'
Publication date
01/01/2007
Field of study
No full text
Crossref
Libor Market Models Within the Affine and Quadratic Models
Author
] A Asp03
A A Gushchin
+36 more
A Brace
C Ball
D Bloch
D Duffie
D Duffie
D Duffie
Daniel Alexandre Bloch
F Jamshidian
J Bergenthum
J Zhu
L B G Andersen
L Wu
L Wu
M Joshi
M Leippold
N Bellamy
N El Karoui
N Elkaroui
P Carr
P Carr
P Carr
P Cheng
P Cheridito
P Cheridito
P Glasserman
P Glasserman
R C Merton
R Chen
R Jarrow
R Merton
R Rebonato
R Rebonato
R Schoebel
S Heston
V Piterbarg
W H Press
Publication venue
'Elsevier BV'
Publication date
01/01/2007
Field of study
No full text
Crossref
A Framework for Valuing Corporate Securities
Author
A Genz
E I Altman
+25 more
F A Longsta�
F Black
F Black
F K Reilly
H Leland
I Kim
J Ericsson
J Ericsson
J Harrison
J Sa�-Requejo
J.-C Duan
Jan Ericsson
Joel Reneby
L T Nielsen
M S Fridson
M S Fridson
N Elkaroui
P Mella-Barral
R Anderson
R Anderson
R C Merton
R C Merton
R C Merton
R Geske
T Bj�rk
Publication venue
'Elsevier BV'
Publication date
01/01/1996
Field of study
No full text
Crossref
From Implied to Local Volatility Surface
Author
A Castagna
A Malz
+62 more
B Dupire
B Lapeyre
B R Routledge
C Alexander
C E Curtis
C J Corrado
D Bloch
D Bloch
D Derosa
D Y Dupont
Daniel Alexandre Bloch
E Derman
El Karoui
F Black
H Buehler
H Geman
J A Hoeting
J Bergenthum
J C Jackwerth
J Gatheral
J Gatheral
J M Harrison
L B G Andersen
L C G Rogers
L Hentschel
M Brenner
M Kohler
M Overhaus
M R Fengler
M R Fengler
M R Fengler
M R Tehranchi
N Bellamy
N El Karoui
N Elkaroui
N Kahal�
O Isengildina-Massa
P Jackel
P S Hagan
P Tankov
P Tankov
R Beneder
R Bos
R Cont
R Cont
R Cont
R Rebonato
R W Lee
S Baude
S Baude
S E Shreve
S Liang
S Ross
T Daglish
T F Coleman
T Ho
V Brigo
V N Vapnik
W H Press
W Melick
Y Wang
Y Z Bergman
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
From Implied Volatility Surface to Quantitative Options Relative Value Trading
Author
A Dempster
A Malz
+58 more
A Novales
B Dupire
B Lapeyre
C Alexander
C J Corrado
D Bates
D Bloch
D Bloch
D Bloch
D Bloch
D Hutchinson
Daniel Alexandre Bloch
E Derman
El Karoui
F Black
G Bakshi
G Bakshi
G Bekaert
H Buehler
J Bergenthum
J C Cox
J C Jackwerth
J Detemple
J E Ingersoll
J Gatheral
J Gatheral
J Hull
J Simpson
L Hentschel
M Brenner
M Kohler
M Lettau
M Overhaus
M R Fengler
M R Fengler
M R Fengler
N Bellamy
N Elkaroui
N Kahal�
P S Hagan
P Tankov
P Tankov
R Beneder
R Bos
R Cont
R Cont
R Cont
R Rebonato
S Blyth
S E Shreve
S Figlewski
S Ladokhin
T Daglish
T F Coleman
V Brigo
W Melick
Y E Arisoy
Y Wang
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref