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Journal Articles Annals of Operations Research Year : 2022

Risk management decisions and value under uncertainty

Giovanni Barone-Adesi
  • Function : Author
Ephraim Clark
  • Function : Author
Jean-Luc Prigent
  • Function : Author
  • PersonId : 1134801
Théorie économique, modélisation et applications

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679406

Submitted on : Thursday, May 26, 2022-3:19:34 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679406 , version 1 (26-05-2022)

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Giovanni Barone-Adesi, Ephraim Clark, Jean-Luc Prigent. Risk management decisions and value under uncertainty. Annals of Operations Research, In press, ⟨10.1007/s10479-022-04746-9⟩. ⟨hal-03679406⟩

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