Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic

Philippe Bertrand and Jean-Luc Prigent

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Date: 2003
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Published in International Journal of Business, 2003, ⟨10.2139/ssrn.450061⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01833118

DOI: 10.2139/ssrn.450061

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