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"On the optimality of path-dependent structured funds: The cost of ..."

Philippe Bertrand, Jean-Luc Prigent (2019)

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DOI: 10.1016/J.EJOR.2019.02.003

access: closed

type: Journal Article

metadata version: 2021-10-14

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Philippe Bertrand, Jean-Luc Prigent:
On the optimality of path-dependent structured funds: The cost of standardization. Eur. J. Oper. Res. 277(1): 333-350 (2019)

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