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Russian Mathematical Surveys, 2005, Volume 60, Issue 2, Pages 344–345
DOI: https://doi.org/10.1070/RM2005v060n02ABEH000828 (Mi rm1404) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the convergence of intervals of fair prices in a model with European options

M. V. Bulycheva

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
English version PDF (118 kB) Russian version article
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DOI: https://doi.org/10.1070/RM2005v060n02ABEH000828
Presented: A. V. Bulinski
Accepted: 25.01.2005
Bibliographic databases:
Document Type: Article
MSC: 91B26
Language: English
Original paper language: Russian
Citation: M. V. Bulycheva, “On the convergence of intervals of fair prices in a model with European options”, Russian Math. Surveys, 60:2 (2005), 344–345
Citation in format AMSBIB
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\paper On the convergence of~intervals of~fair prices in~a~model with European options
\jour Russian Math. Surveys
\yr 2005
\vol 60
\issue 2
\pages 344--345
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