Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure

DOI10.1002/asmb.2805MaRDI QIDQ6581550

Kai Wallbaum, Immacolata Oliva, D. Mancinelli, Luca Di Persio

Publication date: 30 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

stochastic volatilitystructured productsportfolio insurance strategiesguaranteed minimum equity exposuretime-invariant portfolio protection

Mathematics Subject Classification ID

Statistics (62-XX)

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