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Revision as of 09:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING |
scientific article |
Statements
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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