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Hedging global environment risks: An option based portfolio insurance

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https://hal-cyu.archives-ouvertes.fr//hal-03679719
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Friday, May 27, 2022 - 12:51:20 AM
Last modification on : Friday, May 27, 2022 - 3:40:25 PM

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André de Palma, Jean-Luc Prigent. Hedging global environment risks: An option based portfolio insurance. Automatica, Elsevier, 2008, 44 (6), pp.1519-1531. ⟨10.1016/j.automatica.2008.02.002⟩. ⟨hal-03679719⟩

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