The Effects Of Model Selection On The Guarantees On Target Volatility Funds

Gabor Kondor. The Effects Of Model Selection On The Guarantees On Target Volatility Funds. In Lars Nolle, Alexandra Burger, Christoph Tholen, Jens Werner, Jens Wellhausen, editors, European Conference on Modelling and Simulation, ECMS 2018, Wilhelmshaven, Germany, May 22-25, 2018, Proceedings. pages 60-65, European Council for Modeling and Simulation, 2018. [doi]

Abstract

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