Algorithm for constructing hedging strategies by means of Haar interpolations in the framework of the stochastic model of a one-step financial market.
| Autor: | Breskich, V., Zheltenkov, A., Dreizis, Y., Tsvetkova, I. |
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| Zdroj: | E3S Web of Conferences; 12/21/2020, Vol. 222, p1-6, 6p |
| Databáze: | Complementary Index |
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