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Journal Articles European Journal of Operational Research Year : 2019

On the optimality of path-dependent structured funds: The cost of standardization

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hal-02492961 , version 1 (22-10-2021)

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Philippe Bertrand, Jean-Luc Prigent. On the optimality of path-dependent structured funds: The cost of standardization. European Journal of Operational Research, 2019, 277 (1), pp.333-350. ⟨10.1016/j.ejor.2019.02.003⟩. ⟨hal-02492961⟩
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