Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares

The article is devoted to modeling (B, S)-market with a finite number of aggressive buyers of shares, a theoretical study of such models of markets, have developed an algorithm to calculate the hedging of portfolios of various financial obligations

Bibliographic Details
Main Author: Elina A. Pilosyan
Format: Article
Language:Russian
Published: Academic Publishing House Researcher 2013-01-01
Series:Evropejskij Issledovatelʹ
Subjects:
Online Access:http://www.erjournal.ru/pdf.html?n=1368983443.pdf