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CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE |
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Titel: |
CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE |
Auteur: |
El Karoui, N icole Meziou, Asma |
Verschenen in: |
Mathematical finance |
Paginering: |
Jaargang 16 (2006) nr. 1 pagina's 103-117 |
Jaar: |
2006-01 |
Inhoud: |
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Uitgever: |
Blackwell Publishing, Inc., 350 Main Street, Malden, MA02148, USA, and 9600 Garsington Road, OxfordOX4 2DQ, UK. |
Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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