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Dynamic hybrid products with guarantees -- an optimal portfolio framework - MaRDI portal

Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610)

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scientific article; zbMATH DE number 7001790
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Dynamic hybrid products with guarantees -- an optimal portfolio framework
scientific article; zbMATH DE number 7001790

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    Dynamic hybrid products with guarantees -- an optimal portfolio framework (English)
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    15 January 2019
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    dynamic hybrid products
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    continuous-time portfolio optimization
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    DTH-products
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    discrete vs. continuous realization
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