On the optimal use of put options under trade restrictions
Year of publication: |
2014-10-30
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Authors: | Bell, Peter N |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Portfolio optimization | put option | trade restrictions | simulation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G11 - Portfolio Choice ; G22 - Insurance; Insurance Companies |
Source: |
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