delo diplomskega seminarja
Miha Šifrer (Author), Mihael Perman (Mentor)

Abstract

Optimizacija strategij super-varovanja

Keywords

matematika;finančna matematika;strategija super-varovanja;nakupna opcija;komonotonost;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [M. Šifrer]
UDC: 519.8
COBISS: 18183513 Link will open in a new window
Views: 713
Downloads: 434
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary title: Optimization of super-replicating strategies
Secondary keywords: mathematics;super-replicating strategy;call option;comonotonicity;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Matematika - 1. stopnja
Pages: 27 str.
ID: 10921753
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