Estimate for the discrete time hedging error of the american option on a dividend-paying stock
| Permalink: | http://skupni.nsk.hr/Record/nsk.NSK01000830118/Details |
|---|---|
| Matična publikacija: |
Mathematical inequalities & applications 15 (2012), 1 ; str. 137-163 |
| Glavni autor: | Hussain, Sultan (-) |
| Ostali autori: | Rehman, Nasir (-) |
| Vrsta građe: | Članak |
| Jezik: | eng |
| Predmet: |
| LEADER | 00828caa a2200253 i 4500 | ||
|---|---|---|---|
| 001 | NSK01000830118 | ||
| 003 | HR-ZaNSK | ||
| 005 | 20130425152504.0 | ||
| 007 | ta | ||
| 008 | 130123s2012 ci | |||| ||eng | ||
| 035 | |a (HR-ZaNSK)000830118 | ||
| 040 | |a HR-ZaNSK |b hrv |c HR-ZaNSK |e ppiak | ||
| 042 | |a croatica | ||
| 044 | |a ci |c hr | ||
| 080 | |a 336 |2 MRF 1998. | ||
| 080 | |a 51 |2 MRF 1998. | ||
| 100 | 1 | |a Hussain, Sultan | |
| 245 | 1 | 0 | |a Estimate for the discrete time hedging error of the american option on a dividend-paying stock / |c Sultan Hussain and Nasir Rehman. |
| 504 | |a Bibliografija: 13 jed. | ||
| 653 | 0 | |a Američka opcija |a Dionice |a Lipschitzova funkcija | |
| 700 | 1 | |a Rehman, Nasir | |
| 773 | 0 | |t Mathematical inequalities & applications |x 1331-4343 |g 15 (2012), 1 ; str. 137-163 | |
| 981 | |b B01/12 |p CRO | ||
| 998 | |a rpeo130123 | ||