123 citations · 123 across the 2 of their papers we have counts for
2 papers
math.PR2007★ 123 cited
Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures
Pauline Barrieu, Nicole El Karoui
The question of pricing and hedging a given contingent claim has a unique solution in a complete market framework. When some incompleteness is introduced, the problem becomes howev…
astro-ph2003
Polarization of cosmic microwave background scattered by moving flat protoobjects
N. N. Shakhvorostova, S. I. Grachev, V. K. Dubrovich
The work is devoted to the investigations of possible observational manifestations of protoobjects related to "dark ages" epoch (10 < z < 1000), before formation of self-luminous g…