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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:
2
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:
3
Static and dynamic issues in economic theory
Aubin, Jean-Pierre
-
1992
Persistent link: https://www.econbiz.de/10000860032
Saved in:
4
Optima and equilibria : an introduction to nonlinear analysis
Aubin, Jean-Pierre
-
1998
-
2. ed.
Persistent link: https://www.econbiz.de/10000669291
Saved in:
5
Evolution of complex economic systems and uncertain information
Aubin, Jean-Pierre
- In:
Connectionist approaches in economics and management …
,
(pp. 3-29)
.
2003
Persistent link: https://www.econbiz.de/10002543440
Saved in:
6
Evolution of viable allocations
Aubin, Jean-Pierre
Persistent link: https://www.econbiz.de/10001277896
Saved in:
7
Regulation of the evolution of the architecture of a network by tensors operating on coalitions of actors
Aubin, Jean-Pierre
- In:
Journal of evolutionary economics : JEE
13
(
2003
)
2
,
pp. 95-124
Persistent link: https://www.econbiz.de/10001762654
Saved in:
8
An alternative mathematical description of a player in game theory
Aubin, Jean-Pierre
-
1982
Persistent link: https://www.econbiz.de/10001839315
Saved in:
9
A dynamical, pure exchange economy with feedback pricing
Aubin, Jean-Pierre
- In:
Journal of economic behavior & organization : JEBO
2
(
1981
)
2
,
pp. 95-127
Persistent link: https://www.econbiz.de/10001839354
Saved in:
10
Locally Lipschitz cooperative games
Aubin, Jean-Pierre
- In:
Journal of mathematical economics
8
(
1981
)
3
,
pp. 241-262
Persistent link: https://www.econbiz.de/10001839443
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