Hedging of the European option with nonsmooth payment function
Saved in:
| 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 | LibNASSimilar Items
-
The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
by: O. V. Kliuchka, et al.
Published: (2019) -
Hedging of options under mean-square criterion and semi-Markov volatility
by: Svishchuk, A.V.
Published: (1995) -
On reselling of European option
by: Kukush, A.G., et al.
Published: (2006) -
Conditions of equilibrium for European option
by: I. B. Kotsiuba, et al.
Published: (2014) -
Conditions of equilibrium for European option
by: Kotsiuba, I.B., et al.
Published: (2014)