scientific article; zbMATH DE number 6122961

MaRDI QIDQ4899366zbMATH OpenFDO

Authors A. A. Simogin, A. V. Dekina

Publication date 8 January 2013

zbMATH Keywords

hedgingportfolioscapitalbondaverage price options(B,P)-market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cited in

(4)

• scientific article; zbMATH DE number 5005059 (Why is no real title available?)
• scientific article; zbMATH DE number 5283443 (Why is no real title available?)
• scientific article; zbMATH DE number 5027094 (Why is no real title available?)
• Pricing of geometric Asian options under Heston's stochastic volatility model

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