Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230): Difference between revisions

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Latest revision as of 14:20, 7 July 2024

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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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