Russian Mathematical Surveys
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Uspekhi Mat. Nauk:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

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)
References:
PDF
HTML
DOI: https://doi.org/10.1070/rm1998v053n05ABEH000076
Accepted: 01.04.1998
Russian version:
Uspekhi Matematicheskikh Nauk, 1998, Volume 53, Issue 5(323), Pages 227–228
DOI: https://doi.org/10.4213/rm76
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”, Uspekhi Mat. Nauk, 53:5(323) (1998), 227–228; 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 Uspekhi Mat. Nauk
\yr 1998
\vol 53
\issue 5(323)
\pages 227--228
\mathnet{http://mi.mathnet.ru/rm76}
\crossref{https://doi.org/10.4213/rm76}
\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}
\transl
\jour Russian Math. Surveys
\yr 1998
\vol 53
\issue 5
\pages 1084--1085
\crossref{https://doi.org/10.1070/rm1998v053n05ABEH000076}
\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}
Linking options:
  • https://www.mathnet.ru/eng/rm76
  • https://doi.org/10.1070/rm1998v053n05ABEH000076
  • https://www.mathnet.ru/eng/rm/v53/i5/p227
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Успехи математических наук Russian Mathematical Surveys
    Statistics & downloads:
    Abstract page:489
    Russian version PDF:222
    English version PDF:13
    References:85
    First page:1
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024