The construction of riskless portdolio for Student-like FAT models
| 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.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.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 | https://ekmair.ukma.edu.ua/handle/123456789/11580 | |
| dc.language.iso | en | 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 |
| dc.status | published earlier | en_US |
| dc.title | The construction of riskless portdolio for Student-like FAT models | en_US |
| dc.type | Preprint | en_US |
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