Equilibrium of financial derivative markets under portfolio insurance constraints

Philippe Bertrand and Jean-Luc Prigent

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Date: 2016-01
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Published in Economic Modelling, 2016, 52 (2), pp.278 - 291. ⟨10.1016/j.econmod.2014.10.009⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01833070

DOI: 10.1016/j.econmod.2014.10.009

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