Viabilist and tychastic approaches to guaranteed ALM problem
نویسندگان
چکیده
in friendly remembrance of this fruitful tychastic encounter of the summer of 1969 in Madison, which has contributed to my decision to return to France to found with him CEREMADE (Centre for Research in Mathematics of the Decision) of the University Paris-Dauphine, this contribution which revisits forty years later his pioneering work on impulse management and finance market to which he initiated me.
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ورودعنوان ژورنال:
- Risk and Decision Analysis
دوره 3 شماره
صفحات -
تاریخ انتشار 2012