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Optimizacija strategij super-varovanja : delo diplomskega seminarja
ID Šifrer, Miha (Author), ID Perman, Mihael (Mentor) More about this mentor... This link opens in a new window

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Language:Slovenian
Keywords:matematika, finančna matematika, strategija super-varovanja, nakupna opcija, komonotonost
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Šifrer]
Year:2017
Number of pages:27 str.
PID:20.500.12556/RUL-100649 This link opens in a new window
UDC:519.8
COBISS.SI-ID:18183513 This link opens in a new window
Publication date in RUL:04.04.2018
Views:1102
Downloads:453
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Secondary language

Language:English
Title:Optimization of super-replicating strategies
Keywords:mathematics, super-replicating strategy, call option, comonotonicity

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