Model-free CPPI (Q1994390)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model-free CPPI |
scientific article |
Statements
Model-free CPPI (English)
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1 November 2018
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CPPI
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DPPI
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model uncertainty
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Knightian uncertainty
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Föllmer's pathwise Itô calculus
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robustness
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pathwise trading strategies
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