Исследование лукбэк-опционов продажи европейского типа; Перспективы развития фундаментальных наук
| Parent link: | Перспективы развития фундаментальных наук.— 2013.— [С. 525-527] |
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| Auteur principal: | |
| Collectivité auteur: | |
| Autres auteurs: | , |
| Résumé: | 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. |
| Langue: | russe |
| Publié: |
2013
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| Collection: | Математика |
| Sujets: | |
| Accès en ligne: | http://www.lib.tpu.ru/fulltext/c/2013/C21/176.pdf |
| Format: | Électronique Chapitre de livre |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=603821 |