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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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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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Optimal risk transfer
Barrieu, Pauline; El Karoui, Nicole - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 31-47
Persistent link: https://www.econbiz.de/10002877322
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Inf-convolution of risk measures and optimal risk transfer
Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269-298
Persistent link: https://www.econbiz.de/10002747208