Research of purchase option in case of hedging with set probability; Bulletin of the Tomsk Polytechnic University; Vol. 310, № 2

Opis bibliograficzny
Parent link:	Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 46-51]
1. autor:	Dyomin N. S.
Kolejni autorzy:	Trunov А. I.
Streszczenie:	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.
Język:	angielski
Wydane:	2007
Seria:	Mathematics and mechanics. Physics
Hasła przedmiotowe:	researches option purchase hedging probability formulas evolution portfolios capitals European options fractile hedging continuous time diffusion models financial markets properties электронный ресурс
Dostęp online:	http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf
Format:	Elektroniczne Rozdział
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181725

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