Speciality: 08.00.13 (Mathematical and instrumental methods of economics)
Phone: 89852027669
Keywords: Volatility, a european call option, formula homotopies, stochastic differential equation, density distribution.

Subject:

On the volatility function for a given density distribution of asset value in Black- Scholes model

Main publications:

1. Buuruldai A.E. Shorokhov S.G., “Ob upravlenii riskom portfelya proizvodnykh tsennykh bumag”, Materialy Vserossiiskoi konferentsii s mezhdunarodnym uchastiem (Moskva, RUDN, 22–25 aprelya 2014 goda)
2. Buuruldai A.E. Shorokhov S.G., “Postroenie volatilnosti po zadannoi plotnosti raspredeleniya bazovogo aktiva”, Molodoi uchenyi. . 2016. . 4. . S. 4–8., Molodoi uchenyi, 2016, № 4, 4–8
3. Shorokhov S. G., Buuruldai A. E., “Postroenie delta- i gamma-neitralnykh portfelei optsionov”, Materialy Vserossiiskoi konferentsii s mezhdunarodnym uchastiem Moskva (Moskva, RUDN, 20–24 aprelya 2015 goda)

Publications in Math-Net.Ru

Personal pages:

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Organisations:

• Peoples' Friendship University of Russia named after Patrice Lumumba, Moscow