A scenario-based description of optimal American capital guaranteed strategies
Year of publication: |
2013
|
---|---|
Authors: | Attaoui, Sami ; Lacoste, Vincent |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 34.2013, 2, p. 65-119
|
Subject: | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Aktienoption | Stock option | Simulation | USA | United States | Deutschland | Germany |
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