The Algorithms Identified in Option Portfolio Hedging
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F26138077%3A_____%2F13%3A%230000499" target="_blank" >RIV/26138077:_____/13:#0000499 - isvavai.cz</a>
Alternative codes found
RIV/60076658:12110/13:43885947
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The Algorithms Identified in Option Portfolio Hedging
Original language description
The paper is seeking the way how to realize the transfer from continuous option hedging to discrete option hedging. The basic assumption for execution of the demarcated principle is given by the specification of algorithms which can be identified in option portfolio hedging.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
N - Vyzkumna aktivita podporovana z neverejnych zdroju
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
OEDM-SERM 2012
ISBN
978-80-904948-4-8
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
76-81
Publisher name
Curriculum
Place of publication
Praha
Event location
Bratislava
Event date
Jan 1, 2012
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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