On the optimality of path-dependent structured funds: the cost of standardization (Q1735195)

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On the optimality of path-dependent structured funds: the cost of standardization
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    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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