Optimization of consumption with labor income. - Nicole El Karoui; Monique Jeanblanc-Picqué (Finance Stochastics, 1998)

Inf-convolution of risk measures and optimal risk transfer. - Pauline Barrieu; Nicole El Karoui (Finance Stochastics, 2005)

Stein's method and zero bias transformation for CDO tranche pricing. - Nicole El Karoui; Ying Jiao (Finance Stochastics, 2009)

An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE. - Nicole El Karoui; Mrad Mohamed (SIAM J. Financial Math., 2013)

Density Approach in Modeling Successive Defaults. - Nicole El Karoui; Monique Jeanblanc; Ying Jiao (SIAM J. Financial Math., 2015)

Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium. - Nicole El Karoui; Mrad Mohamed (SIAM J. Financial Math., 2021)