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Construction of a stochastic model of option cost
Abstract. In the paper some questions of the calculation of the options cost (premium) of the European and American type have been considered, a stochastic model of the option calculation has been offered, the results of the model calculations have been given.
Printed reference: Pivovarova N.B. Construction of a stochastic model of option cost // Vestnik of MSTU. 1999. V. 2, No 2. P. -.
Electronic reference: Pivovarova N.B. Construction of a stochastic model of option cost // Vestnik of MSTU. 1999. V. 2, No 2. P. -. URL: https://vestnik.mauniver.ru/v02_2_n05/articles/14_pivov.zip.
(In Russian, p.4, fig. 2, tables 3, ref 6, MS Word 95, WinZip)
