Maximum drawdown insurance (Q3225024)
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scientific article; zbMATH DE number 6014429
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Maximum drawdown insurance |
scientific article; zbMATH DE number 6014429 |
Statements
MAXIMUM DRAWDOWN INSURANCE (English)
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13 March 2012
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drawdown
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drawup
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static replication
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0.8188437819480896
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0.8159911036491394
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0.8039588332176208
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0.7842839360237122
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0.7771749496459961
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