SMEAL WIKI

PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING

Joel M. Vanden
Year2006
VenueMathematical Finance
Typearticle
Citations5
DOI10.1111/j.1467-9965.2006.00276.x
OpenAlexW2023866467

Topics

Financial Risk and Volatility ModelingPortfolio insuranceVolatility (finance)EconomicsPortfolioImplied volatility