Quantile Hedging in Diffusion (B, S) – Market for European Call Option; Proceedings of conference IACSS 2013
| Parent link: | Proceedings of conference IACSS 2013.— 2013.— [P. 302-306] |
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| Izvleček: | 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. |
| Jezik: | ruščina |
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2013
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| Online dostop: | https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf |
| Format: | Elektronski Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640837 |
| Izvleček: | 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. |
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