Standard

Stochastic method of dynamic hedging applied to the high liquid asset markets. / Романов, Максим Юрьевич; Вавилов, Сергей Анатольевич.

в: International Journal of Financial Engineering, Том 10 , № 04, 04, 12.2023.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Романов, МЮ & Вавилов, СА 2023, 'Stochastic method of dynamic hedging applied to the high liquid asset markets', International Journal of Financial Engineering, Том. 10 , № 04, 04. https://doi.org/10.1142/S2424786323500366

APA

Романов, М. Ю., & Вавилов, С. А. (2023). Stochastic method of dynamic hedging applied to the high liquid asset markets. International Journal of Financial Engineering, 10 (04), [04]. https://doi.org/10.1142/S2424786323500366

Vancouver

Романов МЮ, Вавилов СА. Stochastic method of dynamic hedging applied to the high liquid asset markets. International Journal of Financial Engineering. 2023 Дек.;10 (04). 04. https://doi.org/10.1142/S2424786323500366

Author

Романов, Максим Юрьевич ; Вавилов, Сергей Анатольевич. / Stochastic method of dynamic hedging applied to the high liquid asset markets. в: International Journal of Financial Engineering. 2023 ; Том 10 , № 04.

BibTeX

@article{65f498619edd441aa8eaaa55bb64997c,
title = "Stochastic method of dynamic hedging applied to the high liquid asset markets",
abstract = "The problem of hedging the risk of price slumping for a given volume of high-liquid assets is considered",
keywords = "управление портфелем, хеджирование рисков, случайный процесс, управление продаж, планирование продаж",
author = "Романов, {Максим Юрьевич} and Вавилов, {Сергей Анатольевич}",
note = "International Journal of Financial Engineering",
year = "2023",
month = dec,
doi = "10.1142/S2424786323500366",
language = "English",
volume = "10 ",
journal = "International Journal of Financial Engineering",
issn = "2424-7863",
publisher = "WORLD SCIENTIFIC PUBL CO PTE LTD",
number = "04",

}

RIS

TY - JOUR

T1 - Stochastic method of dynamic hedging applied to the high liquid asset markets

AU - Романов, Максим Юрьевич

AU - Вавилов, Сергей Анатольевич

N1 - International Journal of Financial Engineering

PY - 2023/12

Y1 - 2023/12

N2 - The problem of hedging the risk of price slumping for a given volume of high-liquid assets is considered

AB - The problem of hedging the risk of price slumping for a given volume of high-liquid assets is considered

KW - управление портфелем

KW - хеджирование рисков

KW - случайный процесс, управление продаж, планирование продаж

U2 - 10.1142/S2424786323500366

DO - 10.1142/S2424786323500366

M3 - Article

VL - 10

JO - International Journal of Financial Engineering

JF - International Journal of Financial Engineering

SN - 2424-7863

IS - 04

M1 - 04

ER -

ID: 115147898