Hedging global environment risks: An option based portfolio insurance

André de Palma () and Jean-Luc Prigent

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Date: 2008-06
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Published in Automatica, 2008, 44 (6), pp.1519-1531. ⟨10.1016/j.automatica.2008.02.002⟩

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Working Paper: Hedging global environment risks: An option based portfolio insurance (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679719

DOI: 10.1016/j.automatica.2008.02.002

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