A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A collective investment problem in a stochastic volatility environment: the impact of sharing rules |
scientific article |
Statements
A collective investment problem in a stochastic volatility environment: the impact of sharing rules (English)
0 references
8 November 2021
0 references
collective investment problems
0 references
stochastic volatility
0 references
portfolio insurance
0 references
sharing rules
0 references
0 references
0 references
0 references
0 references
0 references
0 references
