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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 : Wednesday, December 2, 2020 - 3:42:44 AM

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  • HAL Id : hal-01833074, version 1

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UNIV-AMU | CNRS | UNIV-CERGY | CERGAM | UNIV-TLN | THEMA-UMR8184 | CY-TECH-SM

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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, Presses universitaires de Grenoble, 2015. ⟨hal-01833074⟩

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