The volatility target effect in structured investment products with capital protection (Q1621618)
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scientific article; zbMATH DE number 6975813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The volatility target effect in structured investment products with capital protection |
scientific article; zbMATH DE number 6975813 |
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The volatility target effect in structured investment products with capital protection (English)
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9 November 2018
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volatility target strategy
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structured investment products with capital protection
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participation rate
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pricing of embedded option
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