Barrieu, Pauline
ORCID: 0000-0001-9473-263X and El Karoui, Nicole
(2008)
Pricing, hedging and optimally designing derivatives via minimization of risk measures.
In: Carmona, René, (ed.)
Indifference Pricing: Theory and Applications.
Princeton University Press, Princeton, USA.
| Item Type: | Book Section |
|---|---|
| Official URL: | http://press.princeton.edu/ |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HG Finance |
| Date Deposited: | 10 Jan 2011 16:08 |
| Last Modified: | 11 Sep 2025 00:59 |
| URI: | http://eprints.lse.ac.uk/id/eprint/31326 |
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