Explicit Representation of Cost-Efficient Strategies
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- Bernard Carole & Liu Yuntao & MacGillivray Niall & Zhang Jinyuan, 2013. "Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence," Dependence Modeling, De Gruyter, vol. 1, pages 37-53, October.
- Rüschendorf Ludger & Wolf Viktor, 2015. "Cost-efficiency in multivariate Lévy models," Dependence Modeling, De Gruyter, vol. 3(1), pages 1-16, April.
- repec:wsi:ijtafx:v:21:y:2018:i:03:n:s0219024918500139 is not listed on IDEAS
- Phillip Monin, 2013. "On a dynamic adaptation of the Distribution Builder approach to investment decisions," Papers 1301.0907, arXiv.org.
- Carole Bernard & Junsen Tang, 2016. "Simplified Hedge For Path-Dependent Derivatives," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 19(07), pages 1-32, November.
- Carole Bernard & Franck Moraux & Ludger Rüschendorf & Steven Vanduffel, 2015.
"Optimal payoffs under state-dependent preferences,"
Taylor & Francis Journals, vol. 15(7), pages 1157-1173, July.
- Carole Bernard & Franck Moraux & Ludger Rueschendorf & Steven Vanduffel, 2013. "Optimal Payoffs under State-dependent Preferences," Papers 1308.6465, arXiv.org, revised Jul 2014.
- Carole Bernard & Franck Moraux & Ludger Rüschendorf & Steven Vanduffel, 2015. "Optimal payoffs under state-dependent preferences," Post-Print halshs-01118540, HAL.
- repec:eee:ejores:v:275:y:2019:i:2:p:755-767 is not listed on IDEAS
- Fajardo, José & Corcuera, José Manuel & Menouken Pamen, Olivier, 2016. "On the optimal investment," MPRA Paper 71901, University Library of Munich, Germany.
- Bernard, Carole & Chen, Jit Seng & Vanduffel, Steven, 2015. "Rationalizing investors’ choices," Journal of Mathematical Economics, Elsevier, vol. 59(C), pages 10-23.
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