Envelopes and Geometrical Covers of Side-Payment Games and Their Market Representations

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):19-29, 1986. [doi]

Authors

Philippe Artzner

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Claude d'Aspremont

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Louis-André Gérard-Varet

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