Численные расчеты справедливых цен барьерных опционов
| Parent link: | Курзина, И. А. (химик ; 1972-). Перспективы развития фундаментальных наук=Prospects of Fundamental Sciences Development: сборник научных трудов XX Международной конференции студентов, аспирантов и молодых ученых, г. Томск, 25-28 апреля 2023 г..— .— Томск: Изд-во ТПУ, 2023 Т. 3 : Математика.— 2023.— С. 9-11 |
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| Summary: | Заглавие с экрана A software product for calculating the prices of barrier options has been developed. According to analytical formulas, as well as an algorithm using binomial trees, the prices of barrier options are calculated. The results obtained by different methods are compared. Текстовый файл |
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2023
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| Online Access: | http://earchive.tpu.ru/handle/11683/80901 |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=674307 |
| Summary: | Заглавие с экрана A software product for calculating the prices of barrier options has been developed. According to analytical formulas, as well as an algorithm using binomial trees, the prices of barrier options are calculated. The results obtained by different methods are compared. Текстовый файл |
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