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Dual Optimization Problem on Defaultable Claims

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https://halshs.archives-ouvertes.fr/halshs-02175681
Contributor : Stéphane Goutte <>
Submitted on : Friday, July 5, 2019 - 11:10:41 PM
Last modification on : Tuesday, May 5, 2020 - 11:50:13 AM

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Stéphane Goutte, Armand Ngoupeyou. Dual Optimization Problem on Defaultable Claims. Mathematical Economics Letters, 2014, 1 (2-4), pp.134-146. ⟨10.1515/mel-2013-0002⟩. ⟨halshs-02175681⟩

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