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Journal Articles European Journal of Operational Research Year : 2018

Risk management of time varying floors for dynamic portfolio insurance

H. Ben Ameur
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hal-03679408 , version 1 (26-05-2022)

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H. Ben Ameur, Jean-Luc Prigent. Risk management of time varying floors for dynamic portfolio insurance. European Journal of Operational Research, 2018, 269 (1), pp.363-381. ⟨10.1016/j.ejor.2018.01.041⟩. ⟨hal-03679408⟩
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