On the optimality of path-dependent structured funds: the cost of standardization
type: Item
instance of: scholarly article
title: On the optimality of path-dependent structured funds: the cost of standardization
zbMATH Open document ID: 1431.91354
author: Philippe Bertrand
author: J. L. Prigent
published in: European Journal of Operational Research
publication date: 2019-03-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7043907
zbMATH Keywords: finance
zbMATH Keywords: structured financial products
zbMATH Keywords: portfolio insurance
zbMATH Keywords: stochastic volatility
zbMATH Keywords: compensating variation
MaRDI profile type: Publication
full work available at URL: j.ejor.2019.02.003
OpenAlex ID: W2911491605
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DOI: 10.1016/J.EJOR.2019.02.003
description: scientific article; zbMATH DE number 7043907