One-dimensional pricing of CPPI (Q2889584)
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scientific article; zbMATH DE number 6043658
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | One-dimensional pricing of CPPI |
scientific article; zbMATH DE number 6043658 |
Statements
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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0.867050290107727
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0.8471372127532959
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