Author:
Anthropelos Michail,Žitković Gordan
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Reference44 articles.
1. Anthropelos, M., Žitković, G.: On agents’ agreement and partial-equilibrium pricing in incomplete markets (2008, to appear in Mathematical Finance). arxiv:0803.2198
2. Artzner P., Delbaen F., Eber J.M., Heath D.: Coherent measures of risk. Math Financ 9(3), 203–228 (1999)
3. Barrieu P., El Karoui N.: Inf-convolution of risk measures and optimal risk tranfer. Financ Stoch 9, 269–298 (2005)
4. Barrieu, P., Karoui, N.E.: Optimal derivatives design under dynamic risk measures. In: Mathematics of finance, Contemp. Math., vol. 351, pp. 13–25. Providence: Amer. Math. Soc. (2004)
5. Barrieu P., Scandolo G.: General pareto optimal allocation and applications to multi-period risks. Astin Bull 1(38), 105–136 (2008)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献