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

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

Dettagli Bibliografici
Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 42-45]
Autore principale:	Anikina А. V.
Altri autori:	Demin N. S., Rozhkova S. V. Svetlana Vladimirovna
Riassunto:	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.
Lingua:	inglese
Pubblicazione:	2007
Serie:	Mathematics and mechanics. Physics
Soggetti:	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
Accesso online:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/09.pdf
Natura:	Elettronico Capitolo di libro
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181723

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