On a new approach to calculating expectations for option pricing

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dc.contributor.author Borovkov, K
dc.contributor.author Novikov, A
dc.date.accessioned 2009-12-21T02:28:00Z
dc.date.issued 2002-01
dc.identifier.citation Journal of Applied Probability, 2002, 39 (N/A), pp. 889 - 895
dc.identifier.issn 0021-9002
dc.identifier.other C1 en_US
dc.identifier.uri http://hdl.handle.net/10453/3419
dc.publisher Mathematics Statistics
dc.subject Statistics & Probability
dc.subject Statistics & Probability
dc.title On a new approach to calculating expectations for option pricing
dc.type Journal Article
dc.parent Journal of Applied Probability
dc.journal.volume N/A
dc.journal.volume 39
dc.journal.number en_US
dc.journal.number N/A en_US
dc.publocation Sheffield, UK en_US
dc.identifier.startpage 889 en_US
dc.identifier.endpage 895 en_US
dc.cauo.name SCI.Faculty of Science en_US
dc.conference Verified OK en_US
dc.for 010205 Financial Mathematics
dc.for 150201 Finance
dc.for 010406 Stochastic Analysis and Modelling
dc.personcode 0000023442 en_US
dc.personcode 991062 en_US
dc.percentage 40 en_US
dc.classification.name Stochastic Analysis and Modelling en_US
dc.classification.type FOR-08 en_US
dc.staffid 991062 en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Science
pubs.organisational-group /University of Technology Sydney/Faculty of Science/School of Mathematical Sciences
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance


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