Sökning: "Alexander Stromilo"
Hittade 1 uppsats innehållade orden Alexander Stromilo.
1. Structure of hedging portfolio for American Put and Russian options
Magister-uppsats, Högskolan i HalmstadSammanfattning : In this work we consider a problem of the computation of the components of the hedging portfolio structure. In literature often one can find valuations and estimations of the fair price of American options. But the formulas for hedging portfolio are interesting as well and are known for very particular cases only. LÄS MER
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