Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (Q6579515)
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scientific article; zbMATH DE number 7887585
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Options on constant proportion portfolio insurance with guaranteed minimum equity exposure |
scientific article; zbMATH DE number 7887585 |
Statements
Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (English)
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25 July 2024
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CPPI
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guaranteed minimum equity exposure
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OBPI
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option on CPPI
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portfolio insurance
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stochastic volatility
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