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|a Quantile Hedging in Diffusion (B, S) – Market for European Call Option
|f Elena Daniliuc, S. V. Rozhkova
|
| 203 |
|
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|a Текст
|c электронный
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| 300 |
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|a Title screen
|
| 320 |
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|a [References: p. 306 (5 tit.)]
|
| 330 |
|
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|a 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.
|
| 463 |
|
|
|t Proceedings of conference IACSS 2013
|v [P. 302-306]
|o international Academic Conference on Social Sciences, Istanbul, Turkey, 27-28 July
|d 2013
|
| 610 |
1 |
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|a электронный ресурс
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|a труды учёных ТПУ
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| 700 |
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|a Daniliuc
|b Elena
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| 701 |
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|a Rozhkova
|b S. V.
|c mathematician
|c Professor of Tomsk Polytechnic University, Doctor of Physical and Mathematical Sciences
|f 1971-
|g Svetlana Vladimirovna
|3 (RuTPU)RU\TPU\pers\34139
|9 17679
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|a Национальный исследовательский Томский политехнический университет (ТПУ)
|b Физико-технический институт (ФТИ)
|b Кафедра высшей математики (ВМ)
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|u https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf
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|c CF
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