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Journal Articles Economic Modelling Year : 2016

Equilibrium of financial derivative markets under portfolio insurance constraints

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hal-01833070 , version 1 (09-07-2018)

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Philippe Bertrand, Jean-Luc Prigent. Equilibrium of financial derivative markets under portfolio insurance constraints. Economic Modelling, 2016, 52 (2), pp.278 - 291. ⟨10.1016/j.econmod.2014.10.009⟩. ⟨hal-01833070⟩
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