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Russian Mathematical Surveys, 1998, Volume 53, Issue 5, Pages 1084–1085
DOI: https://doi.org/10.1070/rm1998v053n05ABEH000076 (Mi rm76) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Option hedging in the binomial model with differing interest rates

Ya. Yu. Bart

M. V. Lomonosov Moscow State University
English version PDF (134 kB) Russian version article
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DOI: https://doi.org/10.1070/rm1998v053n05ABEH000076
Accepted: 01.04.1998
Bibliographic databases:
Document Type: Article
MSC: 91B28, 60Bxx
Language: English
Original paper language: Russian
Citation: Ya. Yu. Bart, “Option hedging in the binomial model with differing interest rates”, Russian Math. Surveys, 53:5 (1998), 1084–1085
Citation in format AMSBIB
\Bibitem{Bar98}
\by Ya.~Yu.~Bart
\paper Option hedging in the binomial model with differing interest rates
\jour Russian Math. Surveys
\yr 1998
\vol 53
\issue 5
\pages 1084--1085
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\crossref{https://doi.org/10.1070/rm1998v053n05ABEH000076}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1691190}
\zmath{https://zbmath.org/?q=an:0933.91009}
\adsnasa{https://adsabs.harvard.edu/cgi-bin/bib_query?1998RuMaS..53.1084B}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000080477500010}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-0039398410}
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    References:88
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