Alena Andreevna Shishkova

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The hedging strategy for Asian option
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika
2022-10-26Paper
CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL
Vestnik Tomskogo gosudarstvennogo universiteta. Matematika i mekhanika
2022-10-26Paper
Hedging problems for Asian options with transactions costs
 
2020-01-06Paper


Research outcomes over time


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