Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230): Difference between revisions
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Revision as of 01:34, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant proportion portfolio insurance under a regime switching exponential Lévy process |
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Constant proportion portfolio insurance under a regime switching exponential Lévy process (English)
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4 April 2014
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constant proportion portfolio insurance
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regime switching
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exponential Lévy process
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shortfall
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gap risk
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matrix exponential
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