Mathematical methods in the problem of an exotic European call option quantile hedging
The urgency of the discussed issue is caused by the need to provide mathematical tools allowing financial market agent to analyze and to forecast the economic processes. At the present time derivatives, including options, demonstrate a success of options trading to makea profit and hedg the risks as...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Tomsk Polytechnic University
2019-05-01
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| Series: | Известия Томского политехнического университета: Инжиниринг георесурсов |
| Subjects: | |
| Online Access: | http://izvestiya.tpu.ru/archive/article/view/1299 |