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Hedging of the barrier put option in a diffusion (B, S) – market in case of dividends payment on a risk active E. Daniliuk, S. Rozhkova

By: Daniliuk, EContributor(s): Rozhkova, Svetlana VMaterial type: ArticleArticleSubject(s): финансовый рынок | стохастическая финансовая математика | цена опциона | хеджирование | опцион-пут | дивидендыGenre/Form: статьи в журналах Online resources: Click here to access online In: IFAC-PapersOnLine Vol. 48, № 25. P. 34-38
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Библиогр.: с. 37-38

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