Pages that link to "Item:Q4683012"
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The following pages link to The payoff distribution model: an application to dynamic portfolio insurance (Q4683012):
Displaying 5 items.
- Semi-static hedging of variable annuities (Q282294) (← links)
- Theoretical foundations of constant-proportion portfolio insurance (Q902656) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- The difference between LSMC and replicating portfolio in insurance liability modeling (Q2356640) (← links)
- Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408) (← links)