On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).

Philippe Bertrand; Jean-Luc Prigent

On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).

Philippe Bertrand ¹ Jean-Luc Prigent ²

1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille

2 THEMA - Théorie économique, modélisation et applications

Document type :

Journal articles

Domain :

Quantitative Finance [q-fin] / General Finance [q-fin.GN]

Complete list of metadatas

https://hal-amu.archives-ouvertes.fr/hal-01833074
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 12:54:44 PM
Last modification on : Tuesday, July 10, 2018 - 1:21:30 AM

On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).

Identifiers

Collections

Citation

Export

Metrics

39

Contact

On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).

Identifiers

Collections

Citation

Export

Share

Metrics

39

Contact