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Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic

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https://hal-amu.archives-ouvertes.fr/hal-01833118
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:41:22 PM
Last modification on : Thursday, March 5, 2020 - 4:26:32 PM

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Philippe Bertrand, Jean-Luc Prigent. Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic. International Journal of Business, 2003, ⟨10.2139/ssrn.450061⟩. ⟨hal-01833118⟩

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