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Russian Mathematical Surveys, 2006, Volume 61, Issue 1, Pages 174–175
DOI: https://doi.org/10.1070/RM2006v061n01ABEH004306 (Mi rm1693) 		 
This article is cited in 3 scientific papers (total in 3 papers)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Discrete approximation of American-type options

R. V. Ivanov

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
English version PDF (119 kB) Citations (3) Russian version article
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DOI: https://doi.org/10.1070/RM2006v061n01ABEH004306
Presented: A. V. Bulinski
Accepted: 19.12.2005
Bibliographic databases:
Document Type: Article
MSC: 91B60, 91B70
Language: English
Original paper language: Russian
Citation: R. V. Ivanov, “Discrete approximation of American-type options”, Russian Math. Surveys, 61:1 (2006), 174–175
Citation in format AMSBIB
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\by R.~V.~Ivanov
\paper Discrete approximation of American-type options
\jour Russian Math. Surveys
\yr 2006
\vol 61
\issue 1
\pages 174--175
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Linking options:
  • https://www.mathnet.ru/eng/rm1693
  • https://doi.org/10.1070/RM2006v061n01ABEH004306
  • https://www.mathnet.ru/eng/rm/v61/i1/p179
    • This publication is cited in the following 3 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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