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

Λεπτομέρειες βιβλιογραφικής εγγραφής
Parent link:	Proceedings of conference IACSS 2013: international Academic Conference on Social Sciences, Istanbul, Turkey, 27-28 July. [P. 302-306].— , 2013
Κύριος συγγραφέας:	Daniliuc Elena
Συγγραφή απο Οργανισμό/Αρχή:	Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Άλλοι συγγραφείς:	Rozhkova S. V. Svetlana Vladimirovna
Περίληψη:	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.
Έκδοση:	2013
Θέματα:	электронный ресурс труды учёных ТПУ
Διαθέσιμο Online:	https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf
Μορφή:	Ηλεκτρονική πηγή Κεφάλαιο βιβλίου
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640837

Περιγραφή
Περίληψη:	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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