Authors: Keglević, Nera

Contributors: Šuvak, Nenad

Subject Terms: Brownovo gibanje, geometrijsko Brownovo gibanje, Black-Scholes formula, Monte Carlo metoda, europska opcija, azijska opcija, barrier opcija, lookback opcija, Brownian motion, geometric Brownian motion, Monte Carlo method, European option, Asian option, barrier option, lookback option, PRIRODNE ZNANOSTI. Matematika. Teorija vjerojatnosti i statistika, NATURAL SCIENCES. Mathematics. Probability Theory and Statistics

File Description: application/pdf

Relation: https://repozitorij.unios.hr/islandora/object/mathos:280; https://urn.nsk.hr/urn:nbn:hr:126:044599; https://repozitorij.unios.hr/islandora/object/mathos:280/datastream/PDF

Availability: https://repozitorij.unios.hr/islandora/object/mathos:280
https://urn.nsk.hr/urn:nbn:hr:126:044599
https://repozitorij.unios.hr/islandora/object/mathos:280/datastream/PDF

Authors: Keglević, Nera

Contributors: Šuvak, Nenad

Subject Terms: Brownovo gibanje, geometrijsko Brownovo gibanje, Black-Scholes formula, Monte Carlo metoda, europska opcija, azijska opcija, barrier opcija, lookback opcija, Brownian motion, geometric Brownian motion, Monte Carlo method, European option, Asian option, barrier option, lookback option, PRIRODNE ZNANOSTI. Matematika. Teorija vjerojatnosti i statistika, NATURAL SCIENCES. Mathematics. Probability Theory and Statistics

File Description: application/pdf

Relation: https://zir.nsk.hr/islandora/object/mathos:280; https://urn.nsk.hr/urn:nbn:hr:126:044599; https://repozitorij.unios.hr/islandora/object/mathos:280; https://repozitorij.unios.hr/islandora/object/mathos:280/datastream/PDF

Availability: https://zir.nsk.hr/islandora/object/mathos:280
https://urn.nsk.hr/urn:nbn:hr:126:044599
https://repozitorij.unios.hr/islandora/object/mathos:280
https://repozitorij.unios.hr/islandora/object/mathos:280/datastream/PDF