Ушбу ишга иқтибос қилган ишлар

2 та иш

Иш: 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

   МақолаCapital Investment and Risk AnalysisJournal of Applied Mathematics and Physics20160 иқтибос

   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

   МақолаStochastic processes and financial applicationsAIP conference proceedings20180 иқтибос

   ABIABI:AkademIndex/openalex/2018.article.000800