Quantile Hedging in Diffusion (B, S) – Market for European Call Option; Proceedings of conference IACSS 2013

Quantile Hedging in Diffusion (B, S) – Market for European Call Option; Proceedings of conference IACSS 2013

書誌詳細
Parent link:	Proceedings of conference IACSS 2013.— 2013.— [P. 302-306]
第一著者:	Daniliuc Elena
団体著者:	Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
その他の著者:	Rozhkova S. V. Svetlana Vladimirovna
要約:	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.
言語:	ロシア語
出版事項:	2013
主題:	электронный ресурс труды учёных ТПУ
オンライン･アクセス:	https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf
フォーマット:	電子媒体図書の章
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640837

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