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International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 3, 2010 15:00, Moscow 		 

Approximate hedging of contingent claim under transaction costs in GFBM model

E. Azmoodeh

Aalto University, Finland
Video records:
Windows Media 131.1 Mb
Flash Video 219.6 Mb
MP4 136.9 Mb
Supplementary materials:
Adobe PDF 139.0 Kb

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Materials:103

E. Azmoodeh




Supplementary materials: azmoodeh_2586.pdf (139.0 Kb)

Language: English
 
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