Viabilist and tychastic approaches to guaranteed ALM problem
Abstract
This study reconsiders the problem of hedging a liability by a portfolio made of a riskless asset and an underlying.
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https://inria.hal.science/hal-00800178
Submitted on : Wednesday, March 13, 2013-12:04:41 PM
Last modification on : Friday, March 24, 2023-2:52:56 PM