Viabilist and Tychastic Approaches to Guaranteed ALM Problem
Language
en
Article de revue
This item was published in
Risk and Decision Analysis. 2012, vol. 3, n° 1-2, p. 89-113
IOS
English Abstract
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.Read less <
Origin
Hal imported