1. Model dependency of the digital option replication
Title | Model dependency of the digital option replication : replication under an incomplete model | ||||||||
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Author info | Tomáš Tichý | ||||||||
Author | Tichý Tomáš | ||||||||
Source document | Finance a úvěr : Czech journal of economics and finance. Roč. 56, č. 7-8 (2006), s. 361-379. - Praha : UK Praha, Fakulta sociálních věd, 2006. ISSN 0015-1920 | ||||||||
Document kind | schedule of articles from periodics | ||||||||
Language | English | ||||||||
Country of Edition | Czech Republic | ||||||||
systematics | 336.76 - Burzovníctvo. Peňažný trh | ||||||||
Keywords | trh kapitálový * deriváty * opcie * ceny * modely | ||||||||
Database | ARTICLES | ||||||||
References | PERIODIKÁ-Súborný záznam periodika | ||||||||
Numbers | 2006: 7-12 + príl. | ||||||||
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