Browsing All of EconStor by Author Nagaev, Alexander V.
Showing results 1 to 2 of 2
|Year of Publication||Title||Author(s)|
|2005||A diffusion approximation for the riskless profit under selling of discrete time call options: Non-identically distributed jumps||Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.|
|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||Nagaev, Alexander V.; Nagaev, Sergei A.; Kunst, Robert M.|