Two approaches for evaluation of option prices under illiquidity

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dc.contributor.authorPauk, Victoria
dc.contributor.authorPetrenko, Oksana
dc.contributor.authorShchestyuk, Nataliia
dc.date.accessioned2023-02-02T10:43:38Z
dc.date.available2023-02-02T10:43:38Z
dc.date.issued2022
dc.description.abstractAbstracts of the report of the participants of the XХXVII International Conference "Problems of decision making under uncertainties" (PDMU-2022), November 23-25, 2022, Sheki-Lankaran, Republic of Azerbaijan.en_US
dc.identifier.citationPauk V. Two approaches for evaluation of option prices under illiquidity / V. Pauk, O. Petrenko, N. Shchestyuk // XХXVII International Conference "Problems of decision making under uncertainties" (PDMU-2022), November 23-25, 2022, Sheki-Lankaran, Republic of Azerbaijan : abstracts / Taras Shevchenko National University of Kyiv [et al.]. - Кyiv, 2022. - P. 93-94.en_US
dc.identifier.urihttps://ekmair.ukma.edu.ua/handle/123456789/24646
dc.language.isoenuk_UA
dc.relation.sourceXХXVII International Conference "Problems of decision making under uncertainties" (PDMU-2022), November 23-25, 2022, Sheki-Lankaran, Republic of Azerbaijanen_US
dc.statusfirst publisheduk_UA
dc.subjecttrinomial tree modelen_US
dc.subjectthe illiquidityen_US
dc.subjectstagnation in financial processesen_US
dc.subjectMonte Carlo methoden_US
dc.subjectabsolute relative percentageen_US
dc.subjectconference materialsen_US
dc.titleTwo approaches for evaluation of option prices under illiquidityen_US
dc.typeConference materialsuk_UA
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