Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives)
From MaRDI portal
Publication:1408118
DOI10.1016/S1631-073X(03)00120-1zbMath1044.91021MaRDI QIDQ1408118
Pauline Barrieu, Nicole El Karoui
Publication date: 15 September 2003
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
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