Estimating fees for managed futures: a continuous-time model with a knockout feature (Q4541592)
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scientific article; zbMATH DE number 1771982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating fees for managed futures: a continuous-time model with a knockout feature |
scientific article; zbMATH DE number 1771982 |
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Estimating fees for managed futures: a continuous-time model with a knockout feature (English)
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5 September 2002
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hedge funds
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managed futures
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incentive fee
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high-water marks
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ruin
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