Work

Optimal derivatives design under dynamic risk measures

Year: 2004

Type: other

Source: Contemporary mathematics - American Mathematical Society

DOI: 10.1090/conm/351/06389

Authors: Pauline Barrieu, Nicole El Karoui

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1522809229

Cites: 25

Cited by: 109

Related to: 10