"Pricing of guarantees for principal-protected funds under the constant ..."

Chonghui Jiang, Yongkai Ma, Kevin W. Li (2007)

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DOI: 10.1109/ICSMC.2007.4413711

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Chonghui Jiang, Yongkai Ma, Kevin W. Li:
Pricing of guarantees for principal-protected funds under the constant proportion portfolio insurance strategy. SMC 2007: 1854-1859

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