"Time-varying minimum-cost portfolio insurance under transaction costs ..."

Vasilios N. Katsikis et al. (2020)

Details and statistics

DOI: 10.1016/J.AMC.2020.125453

access: closed

type: Journal Article

metadata version: 2023-03-21

a service of  Schloss Dagstuhl - Leibniz Center for Informatics