Portfolio sensitivity to changes in the maximum and the maximum drawdown (Q3577150)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio sensitivity to changes in the maximum and the maximum drawdown |
scientific article |
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Portfolio sensitivity to changes in the maximum and the maximum drawdown (English)
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5 August 2010
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Asian options
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derivatives pricing
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derivatives hedging
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derivatives securities
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