caa a22 4500 60552176X CHVBK 20210128100742.0 cr unu---uuuuu 210128e20150201xx s 000 0 eng 10.1007/s10958-015-2232-9 doi (NATIONALLICENCE)springer-10.1007/s10958-015-2232-9 Nagaev A. Nikolay Kopernik University, Torun, Poland aut Diffusion Approximation for Average Investor's Income with Loss Risk [Elektronische Daten] [A. Nagaev] In the present paper as a risk index the mean value of the random contract outcome for the investor is considered. Diffusion approximation for average investor's income with loss risk is used to study the situation, when the game is risky for both participants, seller and buyer of an option. The main assumption is independence and identical distribution of relative price jumps. However the method of proof allows analysis of much more general schemes. Springer Science+Business Media New York, 2015 Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 205/1(2015-02-01), 85-94 1072-3374 205:1<85 2015 205 10958 https://doi.org/10.1007/s10958-015-2232-9 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10958-015-2232-9 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Nagaev A. Nikolay Kopernik University, Torun, Poland aut NATIONALLICENCE 773 0- Journal of Mathematical Sciences Springer US; http://www.springer-ny.com 205/1(2015-02-01), 85-94 1072-3374 205:1<85 2015 205 10958