Portfolio insurance and synthetic securities
- 1 September 1992
- journal article
- research article
- Published by Wiley in Applied Stochastic Models and Data Analysis
- Vol. 8 (3) , 179-188
- https://doi.org/10.1002/asm.3150080307
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- The Pricing of Options on Assets with Stochastic VolatilitiesThe Journal of Finance, 1987
- Replicating Options with Positions in Stock and CashCFA Magazine, 1981
- Who Should Buy Portfolio Insurance?The Journal of Finance, 1980
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979