Options on constant proportion portfolio insurance with guaranteed minimum equity exposure
| Year of publication: |
2020
|
|---|---|
| Authors: | Di Persio, Luca ; Oliva, Immacolata ; Wallbaum, Kai |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 37.2020, 1 (04.08.), p. 98-112
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2547 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272549