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

Philippe Bertrand; Jean-Luc Prigent

Journal articles

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]

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https://hal-amu.archives-ouvertes.fr/hal-01833074
Contributor : imane mohat Connect in order to contact the contributor
Submitted on : Monday, July 9, 2018 - 12:54:44 PM
Last modification on : Thursday, July 14, 2022 - 4:07:59 AM

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

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

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