Research of purchase option in case of hedging with set probability; Bulletin of the Tomsk Polytechnic University; Vol. 310, № 2
| Parent link: | Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007 Vol. 310, № 2.— 2007.— [P. 46-51] |
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| Andre forfattere: | |
| 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. |
| Sprog: | engelsk |
| Udgivet: |
2007
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| Serier: | Mathematics and mechanics. Physics |
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| Online adgang: | http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf |
| Format: | Electronisk Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181725 |