Pricing, hedging and optimally designing derivatives via minimization of risk measures

Barrieu, P.

& El Karoui, N. (2008). Pricing, hedging and optimally designing derivatives via minimization of risk measures. In Carmona, R. (Ed.), Indifference Pricing: Theory and Applications . Princeton University Press.

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Item Type	Chapter
Departments	LSE > Academic Departments > Statistics
Date Deposited	10 Jan 2011
URI	https://researchonline.lse.ac.uk/id/eprint/31326

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Barrieu, Pauline

HG Finance

http://press.princeton.edu/titles/8905.html (Publisher)
http://www.lse.ac.uk/Statistics/People/Professor-Pauline-Barrieu.aspx (Author)
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Pricing, hedging and optimally designing derivatives via minimization of risk measures

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