Sibirskii Zhurnal Vychislitel'noi Matematiki
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Sib. Zh. Vychisl. Mat.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Sibirskii Zhurnal Vychislitel'noi Matematiki, 2000, Volume 3, Number 1, Pages 1–10 (Mi sjvm350)  
This article is cited in 1 scientific paper (total in 1 paper)

Monte Carlo method for share's price modeling

S. S. Artem'ev, A. A. Nosikova, S. V. Soloboev

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
Full-text PDF (536 kB) Citations (1)
References:
PDF
HTML
Abstract: The questions of share's price modeling by Monte Carlo method are discussed. Share's pricing model which is considered as possible alternative to the classical model is obtained. Some new characteristics of risk and profit for obtained model are derived. The results of the option premium calculation with the new basis model are considered.
Received: 04.11.1998
Bibliographic databases:
Document Type: Article
UDC: 518:519.2
Language: Russian
Citation: S. S. Artem'ev, A. A. Nosikova, S. V. Soloboev, “Monte Carlo method for share's price modeling”, Sib. Zh. Vychisl. Mat., 3:1 (2000), 1–10
Citation in format AMSBIB
\Bibitem{ArtNosSol00}
\by S.~S.~Artem'ev, A.~A.~Nosikova, S.~V.~Soloboev
\paper Monte Carlo method for share's price modeling
\jour Sib. Zh. Vychisl. Mat.
\yr 2000
\vol 3
\issue 1
\pages 1--10
\mathnet{http://mi.mathnet.ru/sjvm350}
\zmath{https://zbmath.org/?q=an:0958.91013}
Linking options:
  • https://www.mathnet.ru/eng/sjvm350
  • https://www.mathnet.ru/eng/sjvm/v3/i1/p1
    • 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
    		Sibirskii Zhurnal Vychislitel'noi Matematiki
    Statistics & downloads:
    Abstract page:1219
    Full-text PDF :1401
    References:46
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024