On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds). - Archive ouverte HAL Access content directly
Journal Articles Finance Year : 2015

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

Philippe Bertrand
Centre d'Études et de Recherche en Gestion d'Aix-Marseille
Jean-Luc Prigent
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Théorie économique, modélisation et applications

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

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https://hal-amu.archives-ouvertes.fr/hal-01833074

Submitted on : Monday, July 9, 2018-12:54:44 PM

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hal-01833074 , version 1 (09-07-2018)

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  • HAL Id : hal-01833074 , version 1

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Philippe Bertrand, Jean-Luc Prigent. On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds).. Finance, 2015. ⟨hal-01833074⟩

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