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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| 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. |
| Γλώσσα: | Ρωσικά |
| Έκδοση: |
2013
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| 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 |