Colaneri, K., Mancinelli, D., & Oliva, I. (2024). On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework.
Chicago Style (17th ed.) CitationColaneri, Katia, Daniele Mancinelli, and Immacolata Oliva. On the Optimal Design of a New Class of Proportional Portfolio Insurance Strategies in a Jump-diffusion Framework. 2024.
MLA (9th ed.) CitationColaneri, Katia, et al. On the Optimal Design of a New Class of Proportional Portfolio Insurance Strategies in a Jump-diffusion Framework. 2024.
Warning: These citations may not always be 100% accurate.