Scientific Library of Tomsk State University

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Your search returned 3 results.

1.
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 :
2.
Approximate hedging problem with transaction costs in stochastic volatility markets T. H. Nguen, S. M. Pergamenshchikov

by Nguen, Thai Huu | Pergamenshchikov, Serguei M.

Source: Mathematical financeMaterial type: Article Article; Format: electronic available online remote Online access: Click here to access online Availability: No items available :
3.
Hedging problem for Asian call options with transaction costs A. A. Murzintseva, S. M. Pergamenchtchikov, E. A. Pchelintsev

by Murzintseva, A. A | Pergamenshchikov, Serguei M | Pchelintsev, Evgeny A.

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 :