| 000 | 01832nlm1a2200313 4500 | ||
|---|---|---|---|
| 001 | 640837 | ||
| 005 | 20231030040407.0 | ||
| 035 | _a(RuTPU)RU\TPU\network\5529 | ||
| 090 | _a640837 | ||
| 100 | _a20150428d2013 k y0rusy50 ca | ||
| 101 | 0 | _arus | |
| 102 | _aRU | ||
| 181 | 0 | _ai | |
| 182 | 0 | _ab | |
| 200 | 1 |
_aQuantile Hedging in Diffusion (B, S) – Market for European Call Option _fElena Daniliuc, S. V. Rozhkova |
|
| 203 |
_aТекст _cэлектронный |
||
| 300 | _aTitle screen | ||
| 320 | _a[References: p. 306 (5 tit.)] | ||
| 330 | _aThe problem of an option is considered. Investigation of portfolio (hedging strategy) and capital evolution out time providing the payment obligation with set probability is conducted for European call option when dividends on risk active are paid. Specific properties of decision are investigated. | ||
| 463 |
_tProceedings of conference IACSS 2013 _v[P. 302-306] _ointernational Academic Conference on Social Sciences, Istanbul, Turkey, 27-28 July _d2013 |
||
| 610 | 1 | _aэлектронный ресурс | |
| 610 | 1 | _aтруды учёных ТПУ | |
| 700 | 1 |
_aDaniliuc _bElena |
|
| 701 | 1 |
_aRozhkova _bS. V. _cmathematician _cProfessor of Tomsk Polytechnic University, Doctor of Physical and Mathematical Sciences _f1971- _gSvetlana Vladimirovna _2stltpush _3(RuTPU)RU\TPU\pers\34139 |
|
| 712 | 0 | 2 |
_aНациональный исследовательский Томский политехнический университет (ТПУ) _bФизико-технический институт (ФТИ) _bКафедра высшей математики (ВМ) _h140 _2stltpush _3(RuTPU)RU\TPU\col\18728 |
| 801 | 1 |
_aRU _b63413507 _c20150428 |
|
| 801 | 2 |
_aRU _b63413507 _c20160315 _gRCR |
|
| 856 | 4 | _uhttps://iacss2013.files.wordpress.com/2013/08/iacss-2013-proceedings-book2.pdf | |
| 942 | _cCF | ||