The construction of riskless portdolio for Student-like FAT models

dc.contributor.authorMusienko, J.
dc.contributor.authorShchestyuk, Nataliia
dc.date.accessioned2017-06-14T14:51:42Z
dc.date.available2017-06-14T14:51:42Z
dc.date.issued2016
dc.description.abstractIn 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.citationMusienko 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.urihttps://ekmair.ukma.edu.ua/handle/123456789/11580
dc.language.isoenen_US
dc.relation.sourceProblems 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.statuspublished earlieren_US
dc.titleThe construction of riskless portdolio for Student-like FAT modelsen_US
dc.typePreprinten_US
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