OPTIMAL PORTFOLIO INSURANCE

[1] Aitchison J., 1963, LOGNORMAL DISTRIBUTI

[2] Arrow K., 1971, ESSAYS THEORY RISK B

[3] Arrow K., 1970, PUBLIC INVESTMENT RA, DOI 10.4324/9781315064178

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] Borch Karl Henrik, 1960, SKAND AKTUARIETIDSK, V1960, P163, DOI 10.1080/03461238.1960.10410587

[6] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651

[7] BRENNAN MJ, 1979, J FINANCE, V34, P63

[8] BRENNAN MJ, 1978, J FINANC ECON, V3, P195

[9] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[10] GRANT AT, 1967, I ACTUARIES J, V93, P387

[1] Aitchison J., 1963, LOGNORMAL DISTRIBUTI

[2] Arrow K., 1971, ESSAYS THEORY RISK B

[3] Arrow K., 1970, PUBLIC INVESTMENT RA, DOI 10.4324/9781315064178

[4] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[5] Borch Karl Henrik, 1960, SKAND AKTUARIETIDSK, V1960, P163, DOI 10.1080/03461238.1960.10410587

[6] PRICES OF STATE-CONTINGENT CLAIMS IMPLICIT IN OPTION PRICES [J]. JOURNAL OF BUSINESS, 1978, 51 (04) : 621 - 651

[7] BRENNAN MJ, 1979, J FINANCE, V34, P63

[8] BRENNAN MJ, 1978, J FINANC ECON, V3, P195

[9] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[10] GRANT AT, 1967, I ACTUARIES J, V93, P387