Portfolio optimisation with options

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chan, Jonathan Raimana, Huckle, Thomas, Jacquier, Antoine, Muguruza, Aitor
Format:	Preprint
Published:	2021
Subjects:	Portfolio Management Mathematical Finance 46N10, 62H20, 91G10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2111.12658