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Pricing, hedging, and designing derivatives with risk measures
Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009
Persistent link: https://www.econbiz.de/10003807579
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BSDEs and applications
El Karoui, Nicole; Hamadène, Said; Matoussi, Anis - In: Indifference pricing : theory and applications, (pp. 267-320). 2009
Persistent link: https://www.econbiz.de/10003807593