Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives)
type: Item
instance of: scholarly article
title: Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives)
zbMATH Open document ID: 1044.91021
DOI: 10.1016/S1631-073X(03)00120-1
author: Pauline Barrieu
author: Nicole El Karoui
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2003-09-15T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1981280
zbMATH Keywords: financial issue
zbMATH Keywords: risk borne
zbMATH Keywords: convex optimization problem
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1981280