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Avtomatika i Telemekhanika, 2010, Issue 9, Pages 136–151 (Mi at884)  
This article is cited in 1 scientific paper (total in 1 paper)

Control in Social Economic Systems

Exotic European options with restrictions on the payoffs

U. V. Andreeva, N. S. Demin, A. V. Erlykova, E. A. Pan'shina

Tomsk State University
Full-text PDF (241 kB) Citations (1)
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Abstract: We consider the problem of finding the values of options, portfolios (hedging strategies), and capitals for one kind of exotic European options for buying and selling in binomial and diffusion models of a $(B,S)$ stock market.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 30.03.2009
English version:
Automation and Remote Control, 2010, Volume 71, Issue 9, Pages 1864–1878
DOI: https://doi.org/10.1134/S0005117910090092
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: U. V. Andreeva, N. S. Demin, A. V. Erlykova, E. A. Pan'shina, “Exotic European options with restrictions on the payoffs”, Avtomat. i Telemekh., 2010, no. 9, 136–151; Autom. Remote Control, 71:9 (2010), 1864–1878
Citation in format AMSBIB
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\paper Exotic European options with restrictions on the payoffs
\jour Avtomat. i Telemekh.
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\issue 9
\pages 136--151
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\jour Autom. Remote Control
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\pages 1864--1878
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  • https://www.mathnet.ru/eng/at/y2010/i9/p136
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Full-text PDF :78
    References:29
    First page:5
     
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