Shortfall risk minimization in discrete time financial market models
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | EISSN: 1945-497X |
| Author | Frikha, Noufel |
| Maintainer | CCSD |
| Last Updated | November 7, 2026, 14:50 (UTC) |
| Created | November 7, 2026, 14:50 (UTC) |
| Identifier | hal-00664896 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Centre de Mathématiques Appliquées de l'Ecole polytechnique (CMAP) ; Institut National de Recherche en Informatique et en Automatique (Inria)-École polytechnique (X) ; Institut Polytechnique de Paris (IP Paris)-Institut Polytechnique de Paris (IP Paris)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Frikha, Noufel |
| date | 2014-05-01T00:00:00 |
| harvest_object_id | e03f2e6f-babf-4317-85b4-16793ddf3aab |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-09-02T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1137/120903142 |
| set_spec | type:ART |