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The volatility target effect in structured investment products with capital protection - MaRDI portal

The volatility target effect in structured investment products with capital protection (Q1621618)

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scientific article; zbMATH DE number 6975813
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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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