Viabilist and Tychastic Approaches to Guaranteed ALM Problem
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | DORDAN, Olivier | |
| hal.structure.identifier | Viabilité, Marchés, Automatique et Décision [VIMADES] | |
| dc.contributor.author | AUBIN, Jean-Pierre | |
| hal.structure.identifier | Viabilité, Marchés, Automatique et Décision [VIMADES] | |
| dc.contributor.author | CHEN, Luxi | |
| dc.contributor.author | SAINT-PIERRE, Patrick | |
| dc.date.accessioned | 2024-04-04T02:18:11Z | |
| dc.date.available | 2024-04-04T02:18:11Z | |
| dc.date.created | 2011 | |
| dc.date.issued | 2012 | |
| dc.identifier.issn | 1569-7371 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/189291 | |
| dc.description.abstractEn | This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying. | |
| dc.language.iso | en | |
| dc.publisher | IOS | |
| dc.title.en | Viabilist and Tychastic Approaches to Guaranteed ALM Problem | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.3233/RDA-2011-0033 | |
| dc.subject.hal | Mathématiques [math]/Optimisation et contrôle [math.OC] | |
| bordeaux.journal | Risk and Decision Analysis | |
| bordeaux.page | 89-113 | |
| bordeaux.volume | 3 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 1-2 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00991116 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00991116v1 | |
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