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Q4437699 - MaRDI portal

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scientific article; zbMATH DE number 2012268
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English
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scientific article; zbMATH DE number 2012268

    Statements

    author
    T. V. Selezneva
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    Valery Tutubalin
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    E. G. Uger
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    publication date
    3 December 2003
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    zbMATH Keywords
    stochastic financial mathematics
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    financial market
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    hedging options
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    model of geometrical Brown movement
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    models GARCH
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    model of hyperbolic distribution
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    Identifiers

    zbMATH DE Number
    2012268
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