Optimal design of equity-linked products with a probabilistic constraint (Q3077741): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/03461230802281070 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972276379 / rank | |||
Normal rank | |||
Revision as of 00:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal design of equity-linked products with a probabilistic constraint |
scientific article |
Statements
Optimal design of equity-linked products with a probabilistic constraint (English)
0 references
22 February 2011
0 references
equity-indexed annuity
0 references
structured product
0 references
optimal design
0 references
optimal portfolio selection
0 references
