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
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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

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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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