Cover Image

Умови рівноваги для європейського опціону

The article deals with the Black-Scholes model where parameters depend on the time and the environmental state, conditions under which the fair price of an option before and after averaging coincide are considered. Furthermore, the main mathematical characteristics for the fair price of the European...

Full description

Saved in:
Bibliographic Details
Date:2014
Main Authors: Коцюба, Ігор Богданович, Мазур, Степан Михайлович
Format: Article
Language:English
Published: Кам'янець-Подільський національний університет імені Івана Огієнка 2014
Online Access:http://mcm-math.kpnu.edu.ua/article/view/37661
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Mathematical and computer modelling. Series: Physical and mathematical sciences

Institution

Mathematical and computer modelling. Series: Physical and mathematical sciences

Similar Items

Similar Items