scientific article; zbMATH DE number 2012268

MaRDI QIDQ4437699zbMATH OpenFDO

Authors T. V. Selezneva, V. N. Tutubalin, E. G. Uger

Publication date 3 December 2003

zbMATH Keywords

financial markethedging optionsmodel of geometrical Brown movementmodel of hyperbolic distributionmodels GARCHstochastic financial mathematics

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Recommendations

• scientific article; zbMATH DE number 1897426
• Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio in futures and option trading
• scientific article; zbMATH DE number 1837671
• scientific article; zbMATH DE number 5659770
• Recent development in mathematical finance: a practitioner's point of view

Cited in

(10)

• Random models in financial mathematics. Course of CIMPA, Marrakech, Morocco, April 2007
• Applied financial mathematical model for hedging exchange rate
• Three critical models in mathematical finance
• A new model via a semi-reflecting Brownian motion and its application to behavioral finance
• On the applicability of the random walk model with stable steps for forecasting the dynamics of prices of financial tools in the Russian market
• scientific article; zbMATH DE number 1979661 (Why is no real title available?)
• scientific article; zbMATH DE number 1376676 (Why is no real title available?)
• scientific article; zbMATH DE number 1897426 (Why is no real title available?)
• Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations
• An alternative approach to stochastic calculus for economic and financial models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4437699)