Scientific Library of Tomsk State University

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Approximate hedging with constant proportional transaction costs in financial markets with jumps T. H. Nguyen, S. M. Pergamenshchikov

by Nguen, Thai Huu | Pergamenshchikov, Serguei M.

Source: Theory of probability and its applicationsMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
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Аппроксимационное хеджирование с постоянными пропорциональными операционными издержками на финансовых рынках со скачками Т. Нгуэн, С. М. Пергаменщиков

by Нгуэн, Т | Пергаменщиков, Сергей Маркович.

Source: Теория вероятностей и ее примененияMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
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