no code implementations • 12 Apr 2023 • Huansang Xu, Ruyi Liu, Marek Rutkowski
A numerical study based on the Black-Scholes model and empirical tests based on market data for S\&P~500 and S&P/ASX~200 indices for 2020-2022 demonstrates the benefits of an EPS as an efficient investment insurance tool for superannuation accounts.
