Optimizacija strategij super-varovanja : delo diplomskega seminarja

Šifrer, Miha (author), Perman, Mihael (mentor)

• 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
• UDC: 519.8
• COBISS.SI-ID: 18183513
• Publication date in RUL: 04.04.2018

Secondary language

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