• Title of article

    Hedging global environment risks: An option based portfolio insurance

  • Author/Authors

    André de Palma، نويسنده , , Jean-Luc Prigent، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    13
  • From page
    1519
  • To page
    1531
  • Keywords
    Utility maximization , Hedging , Environmental asset , Martingale theory
  • Journal title
    Automatica
  • Serial Year
    2008
  • Journal title
    Automatica
  • Record number

    371036