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

التفاصيل البيبلوغرافية
Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 42-45]
المؤلف الرئيسي:	Anikina А. V.
مؤلفون آخرون:	Demin N. S., Rozhkova S. V. Svetlana Vladimirovna
الملخص:	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.
اللغة:	الإنجليزية
منشور في:	2007
سلاسل:	Mathematics and mechanics. Physics
الموضوعات:	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
الوصول للمادة أونلاين:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/09.pdf
التنسيق:	الكتروني فصل الكتاب
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181723

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