scientific article; zbMATH DE number 2036015

MaRDI QIDQ4445487zbMATHFDO

Authors Nikolai Dokuchaev

Publication date 2 February 2004

zbMATH Keywords

volatility factoroptions buyeroptions put and callrisk free investments

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Special types of economic equilibria (91B52) Stochastic models in economics (91B70)

Recommendations

• Diffusion approximation for average investor's income with loss risk
• Universal strategies for diffusion markets and possibility of asymptotic arbitrage
• The Russian option: Reduced regret
• scientific article; zbMATH DE number 972637
• Optimal timing to purchase options

Cited in

(1)

• Diffusion approximation for average investor's income with loss risk

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 Q4445487)