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~person:"Chen, Luxi"
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Chen, Luxi
Saint-Pierre, Patrick
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Aubin, Jean-Pierre
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Viabilist and Tychastic Approaches to Guaranteed ALM Problem
Aubin, Jean-Pierre
;
Chen, Luxi
;
Dordan, Olivier
; …
-
Université Paris-Dauphine (Paris IX)
-
2011
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying (underlying).
Persistent link: https://www.econbiz.de/10010707533
Saved in:
2
Viabilist and tychastic approaches to guaranteed ALM problem
Aubin, Jean-Pierre
;
Chen, Luxi
;
Dordan, Olivier
; …
- In:
Risk and decision analysis
3
(
2012
)
1/2
,
pp. 89-113
Persistent link: https://www.econbiz.de/10009655133
Saved in:
3
Viabilist and Tychastic Approaches to Guaranteed ALM Problem.
Aubin, Jean-Pierre
;
Chen, Luxi
;
Dordan, Olivier
; …
-
Université Paris-Dauphine
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying (underlying).
Persistent link: https://www.econbiz.de/10009364615
Saved in:
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