Application of probability methods to research of one type of exotic options in diffusion model (B, S)- of the financial market

Bibliographic Details
Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 42-45]
Main Author:	Anikina А. V.
Other Authors:	Demin N. S., Rozhkova S. V. Svetlana Vladimirovna
Summary:	Заглавие с титульного листа Электронная версия печатной публикации The decision of optimum hedging problem for the European options of purchase and sale of the exotic type when possible payments on options are limited by the set value is resulted. The formulas defining costs of options and also evolution in time of portfolios and capitals, i. e. hedging strategy and corresponding to them are obtained. Some properties of decisions are investigated.
Published:	2007
Series:	Mathematics and mechanics. Physics
Subjects:	probability methods researches exotic options diffusion model financial markets problems hedging European options purchase and sale exotic type payments costs evolution portfolios capitals hedging strategy properties труды учёных ТПУ электронный ресурс
Online Access:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/09.pdf
Format:	Electronic Book Chapter
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181723

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