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Pauline Barrieu

  1. Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures
    2007/08/07 by Pauline Barrieu, Barrieu, Pauline, Nicole El Karoui +1 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR