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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)
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DOI: https://doi.org/10.1070/RM2005v060n02ABEH000828
Presented: A. V. Bulinski
Accepted: 25.01.2005
Russian version:
Uspekhi Matematicheskikh Nauk, 2005, Volume 60, Issue 2(362), Pages 149–150
DOI: https://doi.org/10.4213/rm1404
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”, Uspekhi Mat. Nauk, 60:2(362) (2005), 149–150; Russian Math. Surveys, 60:2 (2005), 344–345
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/rm/v60/i2/p149
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    Abstract page:355
    Russian version PDF:209
    English version PDF:11
    References:73
    First page:1
     
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