Synthetic portfolio insurance on the Italian stock index: From theory to practice
- 1 September 1990
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 9 (2-3) , 81-94
- https://doi.org/10.1016/0167-6687(90)90019-a
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Capital Market Equilibrium with Transaction CostsJournal of Political Economy, 1986
- Option Pricing and Replication with Transactions CostsThe Journal of Finance, 1985
- The pricing of equity-linked life insurance policies with an asset value guaranteeJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973