Hedging of the European option with nonsmooth payment function

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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
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Journal Title:Library portal of National Academy of Sciences of Ukraine | LibNAS

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Library portal of National Academy of Sciences of Ukraine | LibNAS
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author O. A. Glonti
O. G. Purtukhija
author_facet O. A. Glonti
O. G. Purtukhija
author_sort O. A. Glonti
collection Open-Science
first_indexed 2025-07-17T14:49:56Z
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institution Library portal of National Academy of Sciences of Ukraine | LibNAS
language English
last_indexed 2025-07-17T14:49:56Z
publishDate 2018
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series Ukrainian Mathematical Journal
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
spellingShingle Ukrainian Mathematical Journal
O. A. Glonti
O. G. Purtukhija
Hedging of the European option with nonsmooth payment function
title 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_short Hedging of the European option with nonsmooth payment function
title_sort hedging of the european option with nonsmooth payment function
url http://jnas.nbuv.gov.ua/article/UJRN-0000880032
work_keys_str_mv AT oaglonti hedgingoftheeuropeanoptionwithnonsmoothpaymentfunction
AT ogpurtukhija hedgingoftheeuropeanoptionwithnonsmoothpaymentfunction