Essays about: "Georgy Mironenko"
Found 1 essay containing the words Georgy Mironenko.
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1. Problem of hedging of a portfolio with a unique rebalancing moment
University essay from Tillämpad matematik och fysik (MPE-lab)Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE
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