MAXIMUM DRAWDOWN INSURANCE (Q3225024)

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scientific article
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MAXIMUM DRAWDOWN INSURANCE
scientific article

    Statements

    title
    MAXIMUM DRAWDOWN INSURANCE (English)
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    author
    Peter Carr
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    Hongzhong Zhang
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    Olympia Hadjiliadis
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    publication date
    13 March 2012
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    zbMATH Keywords
    drawdown
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    drawup
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    static replication
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    Identifiers

    Mathematics Subject Classification ID
    91B25
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    91G20
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    91B30
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    zbMATH DE Number
    6014429
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