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Equilibrium of financial derivative markets under portfolio insurance constraints

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https://hal-amu.archives-ouvertes.fr/hal-01833070
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 12:47:41 PM
Last modification on : Thursday, March 5, 2020 - 4:26:32 PM

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Philippe Bertrand, Jean-Luc Prigent. Equilibrium of financial derivative markets under portfolio insurance constraints. Economic Modelling, Elsevier, 2016, 52 (2), pp.278 - 291. ⟨10.1016/j.econmod.2014.10.009⟩. ⟨hal-01833070⟩

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