Hedging global environment risks: An option based portfolio insurance

André de Palma; Jean-Luc Prigent

doi:10.1016/j.automatica.2008.02.002

Journal Articles Automatica Year : 2008

Hedging global environment risks: An option based portfolio insurance

, (1)

1

André de Palma

Function : Author

Jean-Luc Prigent

Function : Author
PersonId : 1134801

Théorie économique, modélisation et applications

Domains

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-03679719

Submitted on : Friday, May 27, 2022-12:51:20 AM

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

Dates and versions

hal-03679719 , version 1 (27-05-2022)

Identifiers

HAL Id : hal-03679719 , version 1
DOI : 10.1016/j.automatica.2008.02.002

Cite

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

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

CNRS UNIV-CERGY INSMI THEMA-UMR8184 CY-TECH-SM

23 View

0 Download

Hedging global environment risks: An option based portfolio insurance

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Altmetric

Share