Barrieu, Pauline 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/ |
| Library of Congress subject classification: | H Social Sciences > HG Finance |
| Sets: | Departments > Statistics Research centres and groups > Risk and Stochastics Group |
| Date Deposited: | 10 Jan 2011 16:08 |
| URL: | http://eprints.lse.ac.uk/31326/ |
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