Viabilist and Tychastic Approaches to Guaranteed ALM Problem
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en
Article de revue
Ce document a été publié dans
Risk and Decision Analysis. 2012, vol. 3, n° 1-2, p. 89-113
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Résumé en anglais
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying.
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying.< Réduire
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