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This article is cited in 1 scientific paper (total in 1 paper)
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
Calculation of the cost of one American-type option
S. N. Volkov Steklov Mathematical Institute, Russian Academy of Sciences
Accepted: 04.09.1995
Citation:
S. N. Volkov, “Calculation of the cost of one American-type option”, Russian Math. Surveys, 50:6 (1995), 1318–1320
Linking options:
https://www.mathnet.ru/eng/rm1128https://doi.org/10.1070/RM1995v050n06ABEH002692 https://www.mathnet.ru/eng/rm/v50/i6/p173
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Abstract page: | 398 | Russian version PDF: | 165 | English version PDF: | 12 | References: | 54 | First page: | 1 |
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