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Vrednotenje evropskih opcij s procesi razvejanja : delo diplomskega seminarjaĐekanović, StefanType of material - undergraduate thesisPublication and manufacture - Ljubljana : [S. Đekanović], 2020Language - slovenianCOBISS.SI-ID - 58554627
Author
Đekanović, Stefan
Other authors
Bernik, Janez, 1967-
Topics
procesi razvejanja |
Galton-Watsonov proces |
rodovna funkcija |
naključno indeksiran proces razvejanja |
evropske opcije |
Black-Scholesova formula |
branching processes |
Galton-Watson process |
probability generating function |
randomly indexed branching process |
European options |
Black-Scholes formula
Library/institution |
City | Acronym | For loan | Other holdings |
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FMF and IMFM, Mathematical Library, Ljubljana | Ljubljana | MAKLJ |
reading room 1 cop.
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Shelf entry
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Year | Impact factor | Edition | Category | Classification | ||||
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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DRS, in which the journal is indexed
Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Đekanović, Stefan | |
Bernik, Janez, 1967- | 12040 |
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