Исследование лукбэк-опционов продажи европейского типа; Перспективы развития фундаментальных наук
| Parent link: | Перспективы развития фундаментальных наук.— 2013.— [С. 525-527] |
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| 主要作者: | |
| 企業作者: | |
| 其他作者: | , |
| 總結: | 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. |
| 語言: | 俄语 |
| 出版: |
2013
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| 叢編: | Математика |
| 主題: | |
| 在線閱讀: | http://www.lib.tpu.ru/fulltext/c/2013/C21/176.pdf |
| 格式: | 電子 Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=603821 |