CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS
Bachelor's
Saved in:
Main Author: | QU HUIXUAN |
---|---|
Other Authors: | MATHEMATICS |
Format: | Theses and Dissertations |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/202465 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
UNIT-LINKED INSURANCE PRODUCT MODELLING WITH CONSTANT PROPORTION PORTFOLIO INSURANCE INVESTATION
by: Jason, Patrick -
Asymptotic Dynamics and Value-at-Risk of Large Diversified Portfolios in a Jump-Diffusion Market
by: Lim, Kian Guan, et al.
Published: (2003) -
Asymptotic Dynamics and Value-at-Risk of Large Diversified Portfolios in a Jump-Diffusion Market
by: LIM, Kian Guan, et al.
Published: (2004) -
VOLATILITY DERIVATIVES UNDER DOUBLE EXPONENTIAL JUMP DIFFUSION MODEL
by: WANG YU
Published: (2021) -
UTILITY INDIFFERENCE PRICING UNDER JUMP DIFFUSION
by: SHI CONG
Published: (2021)