Research of purchase option in case of hedging with set probability

Research of purchase option in case of hedging with set probability

Chi tiết về thư mục
Parent link:Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007
Vol. 310, № 2.— 2007.— [P. 46-51]
Tác giả chính: Dyomin N. S.
Tác giả khác: Trunov А. I.
Tóm tắt:Заглавие с титульного листа
Электронная версия печатной публикации
The formulas defining option cost and also evolution in time of portfolio and capital for the European option of purchase in case of hedging with set probability (fractile hedging) at continuous time and diffusion model of the (B, S)-financial market have obtained. Some properties of solution are investigated.
Ngôn ngữ:Tiếng Anh
Được phát hành: 2007
Loạt:Mathematics and mechanics. Physics
Những chủ đề:
researches
option
purchase
hedging
probability
formulas
evolution
portfolios
capitals
European options
fractile hedging
continuous time
diffusion models
financial markets
properties
электронный ресурс
Truy cập trực tuyến:http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf
Định dạng: Điện tử Chương của sách
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181725

Internet

http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf

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