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

Manylion Llyfryddiaeth
Parent link:	Proceedings of conference IACSS 2013.— 2013.— [P. 302-306]
Prif Awdur:	Daniliuc Elena
Awdur Corfforaethol:	Национальный исследовательский Томский политехнический университет (ТПУ) Физико-технический институт (ФТИ) Кафедра высшей математики (ВМ)
Awduron Eraill:	Rozhkova S. V. Svetlana Vladimirovna
Crynodeb:	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.
Iaith:	Rwseg
Cyhoeddwyd:	2013
Pynciau:	электронный ресурс труды учёных ТПУ
Mynediad Ar-lein:	https://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf
Fformat:	Electronig Pennod Llyfr
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=640837

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