Diffusion approximation for average investor's income with loss risk (Q493869): Difference between revisions

@@ Property / author @@
+Alexander V. Nagaev
@@ Property / author: Alexander V. Nagaev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10958-015-2232-9
+Normal rank
@@ Property / OpenAlex ID @@
+W2020469407
@@ Property / OpenAlex ID: W2020469407 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4816305
@@ Property / cites work: Q4816305 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+On option pricing in the multidimensional Cox-Ross-Rubinstein model
+Normal rank
@@ Property / cites work @@
+Asymptotics of riskless profit under selling of discrete time call options
+Normal rank
@@ Property / cites work @@
+Q4336695
@@ Property / cites work: Q4336695 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4718262
@@ Property / cites work: Q4718262 / rank @@
+Normal rank