scientific article; zbMATH DE number 6122961

zbMATH Open1265.62039MaRDI QIDQ4899366FDOQ4899366

A. A. Simogin, A. V. Dekina

Publication date: 8 January 2013

Title of this publication is not available (Why is that?)

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)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Pricing of geometric Asian options under Heston's stochastic volatility model

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 Q4899366)