Essays about: "alexander stromilo"
Found 1 essay containing the words alexander stromilo.
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1. Structure of hedging portfolio for American Put and Russian options
University essay from Högskolan i HalmstadAbstract : In this work we consider a problem of the computation of the components of the hedging portfolio structure. In literature often one can find valuations and estimations of the fair price of American options. But the formulas for hedging portfolio are interesting as well and are known for very particular cases only. READ MORE
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