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Buuruldai, Aiva Emer-oolovna
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Speciality:
08.00.13 (Mathematical and instrumental methods of economics)
Keywords:
Volatility, a european call option, formula homotopies, stochastic differential equation, density distribution.
Subject:
On the volatility function for a given density distribution of asset value in Black- Scholes model
Main publications:
Buuruldai A.E.
Shorokhov S.G., “Ob upravlenii riskom portfelya proizvodnykh tsennykh bumag”, Materialy Vserossiiskoi konferentsii s mezhdunarodnym uchastiem (Moskva, RUDN, 22–25 aprelya 2014 goda)
Buuruldai A.E.
Shorokhov S.G., “Postroenie volatilnosti po zadannoi plotnosti raspredeleniya bazovogo aktiva”, Molodoi uchenyi. . 2016. . 4. . S. 4–8., Molodoi uchenyi , 2016, № 4, 4–8
Shorokhov S. G., Buuruldai A. E., “Postroenie delta- i gamma-neitralnykh
portfelei optsionov”, Materialy Vserossiiskoi konferentsii s mezhdunarodnym uchastiem Moskva (Moskva, RUDN, 20–24 aprelya 2015 goda)
https://www.mathnet.ru/eng/person120106
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