EUROPEAN-TYPE OPTIONS IN THE DIFFUSION MODEL (B,S)-FINANCIAL MARKET ON THE BASIS OF EXTREME VALUE OF BASIC ASSET PRICE Andreeva U.V., Anikina A.V. 1, Dyomin N.S., Rozhkova S.V. 1 1 Tomsk State University, Department of Applied Mathematics and Cybernetics, 36 Lenin ave. ... In the case of standard call and put options payment obligations (functions) are given by [1] fTc ( ST ) = max{ ( St - K ) , 0} , fTp ( ST ) = max{ ( K - St ) , 0} , (1) where K is the striking price of option. ...

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Doxyfile 1.4.6-NO # This file describes the settings to be used by the documentation system # doxygen (www.doxygen.org) for a project # # All text after a hash (#) is considered a comment and will be ignored # The format is: # TAG = value [value, .. ... USE_WINDOWS_ENCODING = YES # If the BRIEF_MEMBER_DESC tag is set to YES (the default) Doxygen will # include brief member descriptions after the members that are listed in # the file and class documentation (similar to JavaDoc). ... The default is NO. ...

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The use of the external module Ab_An.dll Ab_An.dll file is an external module for the Gibbs program, and is designed to calculate the activity coefficients of the components of albite- anortite solid solution. ... A non-ideal model of albite-anortite solid solution, proposed in literature [1], is used in this module. ... Preparation of the System file To be able to use the module Ab_An.dll, you need to include a binary solid solution of albite and anortite into the System file, as you create it. ...

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