Comonotonic measures of multivariate risks
Year of publication: |
2012
|
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Authors: | Ekeland, Ivar ; Galichon, Alfred |
Institutions: | Department of Economics, Sciences économiques |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Mathematical Finance, 2012, vol. 22, pp.109-132 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G12 - Asset Pricing |
Source: |
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