On the optimality of path-dependent structured funds: the cost of standardization (Q1735195)
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scientific article; zbMATH DE number 7043907
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| English | On the optimality of path-dependent structured funds: the cost of standardization |
scientific article; zbMATH DE number 7043907 |
Statements
On the optimality of path-dependent structured funds: the cost of standardization (English)
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28 March 2019
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finance
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structured financial products
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portfolio insurance
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stochastic volatility
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compensating variation
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0.7512947916984558
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0.7465944290161133
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0.7416260838508606
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0.7235898971557617
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0.7112310528755188
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