One-Dimensional Pricing of CPPI (Q2889584)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | One-Dimensional Pricing of CPPI |
scientific article |
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One-Dimensional Pricing of CPPI (English)
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8 June 2012
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CPPI
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portfolio insurance
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option pricing
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gap risk
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Markov
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