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Optimal Risk Sharing for Law Invariant Monetary Utility Functions

Mathematical Finance - United Kingdom
doi 10.1111/j.1467-9965.2007.00332.x
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Categories
FinanceApplied MathematicsEconomicsEconometricsAccountingSocial Sciences
Date

April 1, 2008

Authors
E. JouiniW. SchachermayerN. Touzi
Publisher

Wiley


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