scientific article; zbMATH DE number 2036015

MaRDI QIDQ4445487zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 2 February 2004

zbMATH Keywords

options buyeroptions put and callrisk free investmentsvolatility factor

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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