Application of probability methods to research of one type of exotic options in diffusion model (B, S)- of the financial market; Bulletin of the Tomsk Polytechnic University; Vol. 310, № 2

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Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 42-45]
Hlavní autor:	Anikina А. V.
Další autoři:	Demin N. S., Rozhkova S. V. Svetlana Vladimirovna
Shrnutí:	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.
Jazyk:	angličtina
Vydáno:	2007
Edice:	Mathematics and mechanics. Physics
Témata:	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
On-line přístup:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/09.pdf
Médium:	Elektronický zdroj Kapitola
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181723

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