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Avtomatika i Telemekhanika, 1999, Issue 1, Pages 113–125 (Mi at28)  
This article is cited in 4 scientific papers (total in 4 papers)

Developing Systems

Sequential hedging of an option position: analysis and refinement

V. A. Guberniev, A. I. Kibzun

Moscow Aviation Institute (State University of Aerospace Technologies)
Full-text PDF (244 kB) Citations (4)

Received: 10.03.1998
Bibliographic databases:
Document Type: Article
UDC: 519.213
Language: Russian
Citation: V. A. Guberniev, A. I. Kibzun, “Sequential hedging of an option position: analysis and refinement”, Avtomat. i Telemekh., 1999, no. 1, 113–125; Autom. Remote Control, 60:1 (1999), 92–113
Citation in format AMSBIB
\Bibitem{GubKib99}
\by V.~A.~Guberniev, A.~I.~Kibzun
\paper Sequential hedging of an option position: analysis and refinement
\jour Avtomat. i Telemekh.
\yr 1999
\issue 1
\pages 113--125
\mathnet{http://mi.mathnet.ru/at28}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1811162}
\zmath{https://zbmath.org/?q=an:1081.91530}
\transl
\jour Autom. Remote Control
\yr 1999
\vol 60
\issue 1
\pages 92--113
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000081901500003}
Linking options:
  • https://www.mathnet.ru/eng/at28
  • https://www.mathnet.ru/eng/at/y1999/i1/p113
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Avtomatika i Telemekhanika
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    Abstract page:367
    Full-text PDF :114
    First page:2
     
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