AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689): Difference between revisions

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Latest revision as of 04:30, 5 July 2024

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AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING
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    AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (English)
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    7 May 2012
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    Lévy process
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    minimal guarantee
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    Jensen's inequality
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    Brownian bridge
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    hedging
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    Esscher transform
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