A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A collective investment problem in a stochastic volatility environment: the impact of sharing rules |
scientific article |
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A collective investment problem in a stochastic volatility environment: the impact of sharing rules (English)
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8 November 2021
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collective investment problems
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stochastic volatility
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portfolio insurance
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sharing rules
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