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Avtomatika i Telemekhanika, 1999, Issue 1, Pages 113–125
(Mi at28)
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This article is cited in 4 scientific papers (total in 4 papers)
Developing Systems
Sequential hedging of an option position: analysis and refinement
V. A. Guberniev, A. I. Kibzun Moscow Aviation Institute (State University of Aerospace Technologies)
Received: 10.03.1998
Citation:
V. A. Guberniev, A. I. Kibzun, “Sequential hedging of an option position: analysis and refinement”, Avtomat. i Telemekh., 1999, no. 1, 113–125; Autom. Remote Control, 60:1 (1999), 92–113
Linking options:
https://www.mathnet.ru/eng/at28 https://www.mathnet.ru/eng/at/y1999/i1/p113
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Abstract page: | 367 | Full-text PDF : | 114 | First page: | 2 |
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