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Efficient Pricing of CPPI Using Markov Operators

6/6 checkable references clean · checked 2026-10-16

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

1 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 6 checked references that resolve

resolves10.2139/ssrn.1018490

Operator Methods, Abelian Processes and Dynamic Conditioning

resolves10.2139/ssrn.898625

Effectiveness of Cppi Strategies Under Discrete-Time Trading

resolves10.1002/9781118650318.ch18

Portfolio Insurance: The Extreme Value Approach Applied to the<scp>CPPI</scp>Method

resolves10.2139/ssrn.1021084

Constant Proportion Portfolio Insurance in Presence of Jumps in Asset Prices

resolves10.1287/mnsc.48.8.1086.166

A Jump-Diffusion Model for Option Pricing

resolves10.1016/0022-0531(71)90038-x

Optimum consumption and portfolio rules in a continuous-time model

The 1 reference without a DOI — listed, not checked

no DOI — not checkedExpected performance and risk of various portfolio insurance strategies

What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-10-16 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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