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  • Search: subject:"minimal guarantee"
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Subject
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Brownian bridge 2 Esscher transform 2 Jensen's inequality 2 Lévy process 2 hedging 2 minimal guarantee 2 Hedging 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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AHCAN, ALES 1 Ahcan, Ales 1 HENRARD, LUC 1 Henrard, Luc 1 MAJ, MATEUSZ 1 Maj, Mateusz 1 VANDUFFEL, STEVEN 1 Vanduffel, Steven 1
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International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING
VANDUFFEL, STEVEN; AHCAN, ALES; HENRARD, LUC; MAJ, MATEUSZ - In: International Journal of Theoretical and Applied … 15 (2012) 02, pp. 1250013-1
use. We also analyse DCA in presence of a minimal guarantee, explore the continuous setting and discuss the (non …
Persistent link: https://www.econbiz.de/10010540276
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Cover Image
An explicit option-based strategy that outperforms dollar cost averaging
Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10009624518
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