Исследование лукбэк-опционов продажи европейского типа
| Parent link: | Перспективы развития фундаментальных наук.— 2013.— [С. 525-527] |
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| Autore principale: | |
| Ente Autore: | |
| Altri autori: | , |
| Riassunto: | Заглавие с экрана The finding problem of an option price is considered, investigation of portfolio (hedging strategy) and the capital evolution out time providing the payment obligation is carried on for European put option, based on the maximum or minimum asset price over the option life. Case when dividends on a risk active are paid and the strike price is fixed is researched. |
| Lingua: | russo |
| Pubblicazione: |
2013
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| Serie: | Математика |
| Soggetti: | |
| Accesso online: | http://www.lib.tpu.ru/fulltext/c/2013/C21/176.pdf |
| Natura: | Elettronico Capitolo di libro |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=603821 |