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Description
  • Jednoduchý model pro kovarianční strukturu cen evropskych opcí je založen na čase uskutečněných transakcí. (cs)
  • The time of the trade is used to derive a simple model for the covariance structure of the observed option prices.
  • The time of the trade is used to derive a simple model for the covariance structure of the observed option prices. (en)
Title
  • Covariance structure of European option prices
  • Covariance structure of European option prices (en)
  • Kovarianční struktura cen evropských opcí (cs)
skos:prefLabel
  • Covariance structure of European option prices
  • Covariance structure of European option prices (en)
  • Kovarianční struktura cen evropských opcí (cs)
skos:notation
  • RIV/00216208:11320/05:00000910!RIV06-MSM-11320___
http://linked.open.../vavai/riv/strany
  • 417;422
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1K04018), Z(MSM0021620839)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 516508
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/05:00000910
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Covariance; structure; European; option; prices (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [74595682DCAE]
http://linked.open...v/mistoKonaniAkce
  • Bratislava
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • 4th International Conference Aplimat
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Hlávka, Zdeněk
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • Slovenská technická univerzita v Bratislave. Strojnícka fakulta
https://schema.org/isbn
  • 80-969264-3-8
http://localhost/t...ganizacniJednotka
  • 11320
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