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https://scholarbank.nus.edu.sg/handle/10635/202465
| Title: | CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS | Authors: | QU HUIXUAN | Issue Date: | 2016 | Citation: | QU HUIXUAN (2016). CONSTANT PROPORTION PORTFOLIO INSURANCE AND ASSOCIATED GAP RISK UNDER JUMP-DIFFUSION MODELS. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/202465 |
| Appears in Collections: | Bachelor's Theses |
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| a0105736.pdf | 666.77 kB | Adobe PDF | CLOSED | None |
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