Nagaev, Alexander V.
Jump to: 2005
Number of items: 2.
2005
Nagaev, Alexander V.; Nagaev, Sergej and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471
(January 2005)
A Diffusion Approximation for the Riskless Profit Under Selling of Discrete Time Call Options: Non-identically Distributed Jumps.
Former Series > Working Paper Series > IHS Economics Series 164
Nagaev, Alexander V.; Nagaev, Sergej and Kunst, Robert M.ORCID: https://orcid.org/0000-0001-6831-2471
(January 2005)
A Diffusion Approximation to the Markov Chains Model of the Financial Market and the Expected Riskless Profit Under Selling of
Call and Put Options.
Former Series > Working Paper Series > IHS Economics Series 165