Research of purchase option in case of hedging with set probability

Bibliographic Details
Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 46-51]
Main Author:	Dyomin N. S.
Other Authors:	Trunov А. I.
Summary:	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.
Published:	2007
Series:	Mathematics and mechanics. Physics
Subjects:	researches option purchase hedging probability formulas evolution portfolios capitals European options fractile hedging continuous time diffusion models financial markets properties электронный ресурс
Online Access:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf
Format:	Electronic Book Chapter
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181725

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Summary:	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.

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