One-Dimensional Pricing of CPPI

Applied Mathematical Finance 2011 / 07 Vol. 18; Iss. 3

One-Dimensional Pricing of CPPI

Paulot, Louis, Lacroze, Xavier
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Volume:
18
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2010.486571
Date:
July, 2011
File:
PDF, 300 KB
english, 2011
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