CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS

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Bibliographic Details
Main Author:	QU HUIXUAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/202465
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-202465
record_format	dspace
spelling	sg-nus-scholar.10635-2024652021-10-12T02:04:30Z CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS QU HUIXUAN MATHEMATICS ZHOU CHAO Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-11T01:25:03Z 2021-10-11T01:25:03Z 2016 QU HUIXUAN (2016). CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/202465
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS QU HUIXUAN
author	QU HUIXUAN
spellingShingle	QU HUIXUAN CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
author_sort	QU HUIXUAN
title	CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
title_short	CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
title_full	CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
title_fullStr	CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
title_full_unstemmed	CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
title_sort	constant proportion portfolio insurance and associated gap risk under jump-diffusion models
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/202465
_version_	1715201111584931840

CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS

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