Backward stochastic differential equations in finance N El Karoui, S Peng, MC Quenez Mathematical finance 7 (1), 1-71, 1997 | 3287 | 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 | 1017 | 1995 |

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 | 969 | 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 | 944 | 1997 |

Les aspects probabilistes du contrôle stochastique PJ Bickel, N El Karoui, M Yor, N El Karoui École d’été de Probabilités de Saint-Flour IX-1979, 73-238, 1981 | 757 | 1981 |

Pricing via utility maximization and entropy R Rouge, N El Karoui Mathematical Finance 10 (2), 259-276, 2000 | 669 | 2000 |

Robustness of the Black and Scholes formula NE Karoui, M Jeanblanc‐Picquè, SE Shreve Mathematical finance 8 (2), 93-126, 1998 | 539 | 1998 |

Inf-convolution of risk measures and optimal risk transfer P Barrieu, N El Karoui Finance and stochastics 9 (2), 269-298, 2005 | 336 | 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 | 318 | 1987 |

Pricing, hedging, and designing derivatives with risk measures P Barrieu, N El Karoui Indifference pricing: Theory and applications, 77-146, 2009 | 236 | 2009 |

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 | 226 | 2003 |

Optimization of consumption with labor income N El Karoui, M Jeanblanc-Picqué Finance and Stochastics 2, 409-440, 1998 | 225 | 1998 |

Reflected backward SDEs and American options N El Karoui, É Pardoux, MC Quenez Numerical methods in finance 13, 215-231, 1997 | 204 | 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 | 191 | 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 | 188 | 2012 |

Non-linear pricing theory and backward stochastic differential equations B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, N El Karoui, ... Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 188 | 1997 |

Cash subadditive risk measures and interest rate ambiguity N El Karoui, C Ravanelli Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 167 | 2009 |

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 | 165 | 2005 |

Optimal derivatives design under dynamic risk measures P Barrieu, N El Karoui Contemporary Mathematics 351, 13-26, 2004 | 162 | 2004 |

Interest rate theory B Biais, T Björk, J Cvitanić, N El Karoui, E Jouini, JC Rochet, T Björk Financial Mathematics: Lectures given at the 3rd Session of the Centro …, 1997 | 162 | 1997 |