Quantile Hedging in Diffusion (B, S) – Market for European Call Option

Bibliographic Details
Parent link:	Proceedings of conference IACSS 2013: international Academic Conference on Social Sciences, Istanbul, Turkey, 27-28 July. [P. 302-306].— , 2013
Main Author:	Daniliuc Elena
Corporate Author:	Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Other Authors:	Rozhkova S. V. Svetlana Vladimirovna
Summary:	Title screen The problem of an option is considered. Investigation of portfolio (hedging strategy) and capital evolution out time providing the payment obligation with set probability is conducted for European call option when dividends on risk active are paid. Specific properties of decision are investigated.
Published:	2013
Subjects:	электронный ресурс труды учёных ТПУ
Online Access:	https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf
Format:	Electronic Book Chapter
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640837

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