Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio in futures and option trading

DOI10.1515/RNAM-2001-0502zbMath1004.91035OpenAlexW2321849467MaRDI QIDQ4331055

M. A. Yakunin, S. S. Artem'ev

Publication date: 6 February 2003

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2001-0502

zbMATH Keywords

stochastic differential equationsstock pricesstock portfoliorates of exchangefinancial futuresfutures and option trading

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Mathematical modelling of system trade in currencies, shares, and financial futures

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