Viabilist and Tychastic Approaches to Guaranteed ALM Problem
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en
Article de revue
Este ítem está publicado en
Risk and Decision Analysis. 2012, vol. 3, n° 1-2, p. 89-113
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Resumen en inglés
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.< Leer menos
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