Fair price options in the modification of the model Heidi-Leonenko
Saved in:
| Date: | 2014 |
|---|---|
| Main Author: | Yu. Shchestiuk |
| Format: | Article |
| Language: | English |
| Published: |
2014
|
| Series: | Mathematical and computer modelling. Series: Physical and mathematical sciences |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000380292 |
| 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
-
Ways of Asian Options Pricing
by: N. L. Ivashchuk
Published: (2008) -
The Models of Pricing for the Financial Options as the Instruments of Risks Hedging
by: O. V. Kliuchka, et al.
Published: (2019) -
About the method of solution an option price equation in the Heston model
by: V. S. Yanishevskyi, et al.
Published: (2012) -
European option pricing under model involving slow growth volatility with jump
by: E. Aatif, et al.
Published: (2023) -
Pricing foreign exchange option under jump-diffusion
by: E. N. Derieva, et al.
Published: (2015)