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

Detalhes bibliográficos
Parent link:Bulletin of the Tomsk Polytechnic University/ Tomsk Polytechnic University (TPU).— , 2006-2007
Vol. 310, № 2.— 2007.— [P. 46-51]
Autor principal: Dyomin N. S.
Outros Autores: Trunov А. I.
Resumo: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.
Idioma:inglês
Publicado em: 2007
Colecção:Mathematics and mechanics. Physics
Assuntos:
Acesso em linha:http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf
Formato: Recurso Electrónico Capítulo de Livro
KOHA link:https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=181725