Risk measure pricing and hedging in incomplete markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-005-0023-x.pdf
Reference49 articles.
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4. Barrieu P., El Karoui N. (2005). Inf-convolution of risk measures and optimal risk transfer. Finance Stochastics 9, 269–298
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