Can a path-dependent strategy outperform a path-independent strategy?
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DOI: 10.1016/j.qref.2015.01.004
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More about this item
Keywords
Equity-linked investment products; Protective put; Strike price; Guaranteed investment products; Barrier options;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
- D46 - Microeconomics - - Market Structure, Pricing, and Design - - - Value Theory
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