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Researcher

Mina Mostoufi

Profile

Projects

Publications

Activities

Awards & Distinctions

2 Results

2016

Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk

Alain ChateauneufMina MostoufiDavid Vyncke

A1 Journal Article in JOURNAL OF DERIVATIVES

2016

2015

Multivariate risk sharing and the derivation of individually rational Pareto optima

Alain ChateauneufMina MostoufiDavid Vyncke

A1 Journal Article in MATHEMATICAL SOCIAL SCIENCES

2015