On the optimality of path-dependent structured funds: the cost of standardization (Q1735195)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the optimality of path-dependent structured funds: the cost of standardization
scientific article

    Statements

    On the optimality of path-dependent structured funds: the cost of standardization (English)
    0 references
    0 references
    0 references
    28 March 2019
    0 references
    finance
    0 references
    structured financial products
    0 references
    portfolio insurance
    0 references
    stochastic volatility
    0 references
    compensating variation
    0 references

    Identifiers