An explicit option-based strategy that outperforms dollar cost averaging (Q2882689)
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scientific article; zbMATH DE number 6031399
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| default for all languages | No label defined |
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| English | An explicit option-based strategy that outperforms dollar cost averaging |
scientific article; zbMATH DE number 6031399 |
Statements
7 May 2012
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Lévy process
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minimal guarantee
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Jensen's inequality
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Brownian bridge
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hedging
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Esscher transform
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An explicit option-based strategy that outperforms dollar cost averaging (English)
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0.8705143332481384
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0.8661623001098633
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0.7766985893249512
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0.7517485618591309
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0.6806114315986633
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