An explicit option-based strategy that outperforms dollar cost averaging (Q2882689)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An explicit option-based strategy that outperforms dollar cost averaging |
scientific article; zbMATH DE number 6031399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit option-based strategy that outperforms dollar cost averaging |
scientific article; zbMATH DE number 6031399 |
Statements
7 May 2012
0 references
Lévy process
0 references
minimal guarantee
0 references
Jensen's inequality
0 references
Brownian bridge
0 references
hedging
0 references
Esscher transform
0 references
0 references
An explicit option-based strategy that outperforms dollar cost averaging (English)
0 references
