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The construction of riskless portdolio for Student-like FAT models

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dc.contributor.author Musienko, J.
dc.contributor.author Shchestyuk, Nataliia
dc.date.accessioned 2017-06-14T14:51:42Z
dc.date.available 2017-06-14T14:51:42Z
dc.date.issued 2016
dc.identifier.citation Musienko J. The construction of riskless portdolio for Student-like FAT models / Musienko J., Shchestyuk N. // Problems of Decision Making Under Uncertainties : PDMU-2016 XXVIII International Conference : dedicated to 70-th anniversary of Professor Jaroslav Michalek (August 25-30, 2016). - Brno, Czech Republic, 2016. - P. 78. en_US
dc.identifier.uri http://ekmair.ukma.edu.ua/handle/123456789/11580
dc.description.abstract In this paper we set up a riskless portfolio for alternative to Black-Scholes GBM model that incorporates the Student-like distribution of the returns. en_US
dc.language.iso en en_US
dc.title The construction of riskless portdolio for Student-like FAT models en_US
dc.type Preprint en_US
dc.status published earlier en_US
dc.relation.source Problems of Decision Making Under Uncertainties: PDMU-2016 XXVII International Conference: dedicated to 70-th anniversary of Professor Oleksandr Nakonechnyi (May 23-27, 2016) en_US


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