Behaviour of Options written on Optimal CPPI Portfolios

SEZGİN ALP Ö., İŞCANOĞLU ÇEKİÇ A.

26th European Conference on Operational Research, Roma, Italy, 1 - 04 July 2013, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: Roma
• Country: Italy
• Trakya University Affiliated: Yes