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Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables

Barrieu, Pauline and El Karoui, Nicole (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes Rendus Series Mathematiques, 336 (6). pp. 493-498. ISSN 1631-073X

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Item Type: Article
Official URL: http://www.academie-sciences.fr/publications/compt...
Additional Information: © 2003 Académie des sciences/Éditions scientifiques et médicales Elsevier
Library of Congress subject classification: H Social Sciences > HG Finance
Sets: Departments > Statistics
Research centres and groups > Decision Support and Risk Group (DSRG)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 01 Oct 2008 13:34
URL: http://eprints.lse.ac.uk/17818/

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