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http://earchive.tpu.ru/handle/11683/6000Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Dyomin, N. S. | en |
| dc.contributor.author | Trunov, А. I. | en |
| dc.date.accessioned | 2015-11-20T03:15:31Z | - |
| dc.date.available | 2015-11-20T03:15:31Z | - |
| dc.date.issued | 2007 | - |
| dc.identifier.citation | Dyomin N. S. Research of purchase option in case of hedging with set probability / N. S. Dyomin, А. I. Trunov // Bulletin of the Tomsk Polytechnic University. — 2007. — Vol. 310, № 2. — [P. 46-51]. | ru |
| dc.identifier.uri | http://earchive.tpu.ru/handle/11683/6000 | - |
| dc.description.abstract | The formulas defining option cost and also evolution in time of portfolio and capital for the European option of purchase in case of hedging with set probability (fractile hedging) at continuous time and diffusion model of the (B, S)-financial market have obtained. Some properties of solution are investigated. | en |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en | en |
| dc.publisher | Томский политехнический университет | ru |
| dc.relation.ispartof | Bulletin of the Tomsk Polytechnic University. 2007. Vol. 310, № 2 | - |
| dc.rights | info:eu-repo/semantics/openAccess | en |
| dc.source | Bulletin of the Tomsk Polytechnic University | - |
| dc.subject | researches | - |
| dc.subject | option | - |
| dc.subject | purchase | - |
| dc.subject | hedging | - |
| dc.subject | probability | - |
| dc.subject | formulas | - |
| dc.subject | evolution | - |
| dc.subject | portfolios | - |
| dc.subject | capitals | - |
| dc.subject | European options | - |
| dc.subject | fractile hedging | - |
| dc.subject | continuous time | - |
| dc.subject | diffusion models | - |
| dc.subject | financial markets | - |
| dc.subject | properties | - |
| dc.title | Research of purchase option in case of hedging with set probability | ru |
| dc.type | Article | en |
| dc.type | info:eu-repo/semantics/publishedVersion | en |
| dc.type | info:eu-repo/semantics/article | en |
| dcterms.audience | Researches | en |
| local.description.firstpage | 46 | - |
| local.description.lastpage | 51 | - |
| local.filepath | http://www.lib.tpu.ru/fulltext/v/Bulletin_TPU/2007/v310eng/i2/10.pdf | - |
| local.identifier.bibrec | RU\TPU\book\196992 | - |
| local.issue | 2 | - |
| local.localtype | Статья | ru |
| local.volume | 310 | - |
| Appears in Collections: | Известия Томского политехнического университета. Инжиниринг георесурсов | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| bulletin_tpu-2007-310eng-2-10.pdf | 420,96 kB | Adobe PDF | View/Open |
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