Philippe Artzner

Publication Activity (10 Years)

Years Active: 1986-2007
Publications (10 Years): 0

Publications

Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku
Coherent multiperiod risk adjusted values and Bellman's principle. Ann. Oper. Res. 152 (1) (2007)
Philippe Artzner, Claude d'Aspremont, Louis-André Gérard-Varet
Envelopes and Geometrical Covers of Side-Payment Games and Their Market Representations. Math. Oper. Res. 11 (1) (1986)