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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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Integrated EUA and CER price modeling and application for spread option pricing
Barrieu, Pauline; Fehr, Max - 2011
Persistent link: https://www.econbiz.de/10009549022
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Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline; Fehr, Max - In: Operations research 62 (2014) 2, pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
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Dynamic financial risk management
Barrieu, Pauline; El Karoui, Nicole - In: Aspects of mathematical finance, (pp. 23-35). 2008
Persistent link: https://www.econbiz.de/10003653391