Hedging of European type contingent claims in discrete time binomial market models

dc.contributor.author	Kędra, Jarek
dc.contributor.author	Libman, Assaf
dc.contributor.author	Steblovskaya, Victoria
dc.contributor.institution	University of Aberdeen.Mathematical Science	en
dc.date.accessioned	2023-05-29T13:19:00Z
dc.date.available	2023-05-29T13:19:00Z
dc.date.issued	2023-01-07
dc.format.extent	10
dc.format.extent	175924
dc.identifier	227163281
dc.identifier	07191288-15ad-43c5-96a8-3f854d02e477
dc.identifier.citation	Kędra, J, Libman, A & Steblovskaya, V 2023 'Hedging of European type contingent claims in discrete time binomial market models' ArXiv. < http://arxiv.org/abs/2301.02912v1 >	en
dc.identifier.other	ArXiv: http://arxiv.org/abs/2301.02912v1
dc.identifier.other	ORCID: /0000-0002-1599-2482/work/161798353
dc.identifier.uri	https://hdl.handle.net/2164/20788
dc.identifier.url	http://arxiv.org/abs/2301.02912v1	en
dc.language.iso	eng
dc.publisher	ArXiv
dc.subject	QA Mathematics	en
dc.subject.lcc	QA	en
dc.title	Hedging of European type contingent claims in discrete time binomial market models	en
dc.type	Preprint	en

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