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Pricing, hedging and optimally designing derivatives via minimization of risk measures

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.

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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: 01 Oct 2024 03:57
URI: http://eprints.lse.ac.uk/id/eprint/31326

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