compensating variation financial derivatives financial equilibrium Optimal positioning portfolio insurance
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britt2011-07-01 14:28:062022-01-05 15:22:35Equilibrium of Financial Derivative Markets and Compensating Variations under Portfolio Constraints
July 2011
Equilibrium of Financial Derivative Markets and Compensating Variations under Portfolio Constraints
Study conducted by Phillipe Bertrand (GREQAM, Aix – Marseille 2 University and Jean-Luc Prigent (THEMA, Cergy – Pontoise University)
| File | Action |
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| The study | Download |