Journal Articles
European Journal of Operational Research
Year : 2014
Jean-Luc Prigent : Connect in order to contact the contributor
https://cyu.hal.science/hal-03679707
Submitted on : Friday, May 27, 2022-12:13:15 AM
Last modification on : Friday, April 19, 2024-3:04:55 PM
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Jean-Luc Prigent, H. Ben Ameur, J.L. Prigent. Portfolio insurance: Gap risk under conditional multiples. European Journal of Operational Research, 2014, 236 (1), pp.238-253. ⟨10.1016/j.ejor.2013.11.027⟩. ⟨hal-03679707⟩
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