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Vol 9, No 3 (2021) On Approximate Pricing of Spread Options via Conditional Value-at-Risk Abstract  PDF (Eng)  similar documents
C. Maksimov, A. Melnikov
"... управления риском и для оценивания опционов. В данной работе использована методология ожидаемых потерь для ..."
 
Vol 9, No 3 (2021) On Market Completions Approach to Option Pricing Abstract  PDF (Eng)  similar documents
I. Vasilev, A. Melnikov
"... единственным образом посредством усреднения по единственной риск-нейтральной мере. Для неполного рынка, однако ..."
 
Vol 9, No 3 (2021) About Some Risks Associated with Subjective Factors, and the Methodology for their Assessment Abstract  PDF (Eng)  similar documents
A. Kozlov, N. Noga
"... Авторами предложена методика оценки риска, связанного с субъективными факторами, которые могут ..."
 
Vol 9, No 4 (2021) Banks and Economic Growth: A Basic Disequilibrium Model with Five Rationing Regimes Abstract  PDF (Eng)  similar documents
R. A. Werner
 
Vol 8, No 3 (2020) The Efforts of the International Financial Institutions in Fighting the COVID‑19 Abstract  PDF (Eng)  similar documents
M. Zharikov
"... Проанализированы этапы развития социально‑экономических и социокультурных циклов. Выявлены факторы ..."
 
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