scientific article; zbMATH DE number 7234466

MaRDI QIDQ3307301zbMATH OpenFDO

Authors Chao Xu, Yinghui Dong

Publication date 12 August 2020

zbMATH Keywords

reflection principledynamic fund protectionsexponential protection level

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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(6)

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