Работы, цитирующие эту работу

Работ: 2

Работа: Monte Carlo construction of hedging strategies against multi-asset European claims

1. Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method

   Abdujabar Rasulov, Rasuljon Rakhmatov, A.Y. Nafasov

   СтатьяCapital Investment and Risk AnalysisJournal of Applied Mathematics and Physics2016Цитирований: 0

   ABIABI:AkademIndex/openalex/2016.article.000241

2. Monte Carlo method for the calculation the price of multi-asset options

   Abdujabar Rasulov, Matyakub T. Bakoyev, Makhmadrasul Y. Rahmatov

   СтатьяStochastic processes and financial applicationsAIP conference proceedings2018Цитирований: 0

   ABIABI:AkademIndex/openalex/2018.article.000800