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
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| Format: | Article |
| Language: | Russian |
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Academic Publishing House Researcher
2013-01-01
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| Series: | Evropejskij Issledovatelʹ |
| Subjects: | |
| Online Access: | http://www.erjournal.ru/pdf.html?n=1368983443.pdf |
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doaj-4f2baf22ca1a457a9b4364c5dd527596 |
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Article |
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doaj-4f2baf22ca1a457a9b4364c5dd5275962020-11-25T00:35:01ZrusAcademic Publishing House ResearcherEvropejskij Issledovatelʹ2219-82292224-01362013-01-01485-111061109Modelling (B, S)-Markets, Subject to Aggressive Buying of SharesElina A. PilosyanThe 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 obligationshttp://www.erjournal.ru/pdf.html?n=1368983443.pdfHaar uniquenessno-arbitrage market shareaggressive buyers. |
| collection |
DOAJ |
| language |
Russian |
| format |
Article |
| sources |
DOAJ |
| author |
Elina A. Pilosyan |
| spellingShingle |
Elina A. Pilosyan Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares Evropejskij Issledovatelʹ Haar uniqueness no-arbitrage market share aggressive buyers. |
| author_facet |
Elina A. Pilosyan |
| author_sort |
Elina A. Pilosyan |
| title |
Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares |
| title_short |
Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares |
| title_full |
Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares |
| title_fullStr |
Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares |
| title_full_unstemmed |
Modelling (B, S)-Markets, Subject to Aggressive Buying of Shares |
| title_sort |
modelling (b, s)-markets, subject to aggressive buying of shares |
| publisher |
Academic Publishing House Researcher |
| series |
Evropejskij Issledovatelʹ |
| issn |
2219-8229 2224-0136 |
| publishDate |
2013-01-01 |
| description |
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 |
| topic |
Haar uniqueness no-arbitrage market share aggressive buyers. |
| url |
http://www.erjournal.ru/pdf.html?n=1368983443.pdf |
| work_keys_str_mv |
AT elinaapilosyan modellingbsmarketssubjecttoaggressivebuyingofshares |
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1725310847527419904 |