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    Academic Journal

    Hedging Problem for Asian Call Options with Transaction Costs

    Authors: Murzintseva, A. A., Pergamenshchikov, Serguei M., Pchelintsev, Evgeny A.

    Source: Theory of probability and its applications. 2023. Vol. 68, № 2. P. 211-230

    Subject Terms: 8. Economic growth, 0502 economics and business, 05 social sciences, цена опциона, асимптотическое хеджирование, транзакционные издержки, Блэка-Шоулза модель, 0101 mathematics, Леленда стратегия, 01 natural sciences, хеджирование

    Access URL: https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001017454

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