Hedging of the European option with nonsmooth payment function

Saved in:
Bibliographic Details
Date:2018
Main Authors: O. A. Glonti, O. G. Purtukhija
Format: Article
Language:English
Published: 2018
Series:Ukrainian Mathematical Journal
Online Access:http://jnas.nbuv.gov.ua/article/UJRN-0000880032
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

Institution

Library portal of National Academy of Sciences of Ukraine | LibNAS
id open-sciencenbuvgovua-26935
record_format dspace
spelling open-sciencenbuvgovua-269352024-02-27T21:46:10Z Hedging of the European option with nonsmooth payment function O. A. Glonti O. G. Purtukhija 1027-3190 2018 en Ukrainian Mathematical Journal http://jnas.nbuv.gov.ua/article/UJRN-0000880032 Article
institution Library portal of National Academy of Sciences of Ukraine | LibNAS
collection Open-Science
language English
series Ukrainian Mathematical Journal
spellingShingle Ukrainian Mathematical Journal
O. A. Glonti
O. G. Purtukhija
Hedging of the European option with nonsmooth payment function
format Article
author O. A. Glonti
O. G. Purtukhija
author_facet O. A. Glonti
O. G. Purtukhija
author_sort O. A. Glonti
title Hedging of the European option with nonsmooth payment function
title_short Hedging of the European option with nonsmooth payment function
title_full Hedging of the European option with nonsmooth payment function
title_fullStr Hedging of the European option with nonsmooth payment function
title_full_unstemmed Hedging of the European option with nonsmooth payment function
title_sort hedging of the european option with nonsmooth payment function
publishDate 2018
url http://jnas.nbuv.gov.ua/article/UJRN-0000880032
work_keys_str_mv AT oaglonti hedgingoftheeuropeanoptionwithnonsmoothpaymentfunction
AT ogpurtukhija hedgingoftheeuropeanoptionwithnonsmoothpaymentfunction
first_indexed 2025-07-17T14:49:56Z
last_indexed 2025-07-17T14:49:56Z
_version_ 1850413922346074112