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Teoriya Veroyatnostei i ee Primeneniya, 2011, Volume 56, Issue 1, Pages 47–76
DOI: https://doi.org/10.4213/tvp4323 (Mi tvp4323) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Recurrence relations for price bounds of contingent claims in discrete time market models

D. B. Rokhlin

Southern Federal University, Faculty of Mathematics, Mechanics and Computer Sciences
Full-text PDF (288 kB) Citations (2)
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DOI: https://doi.org/10.4213/tvp4323
Received: 16.02.2010
English version:
Theory of Probability and its Applications, 2012, Volume 56, Issue 1, Pages 72–95
DOI: https://doi.org/10.1137/S0040585X97985200
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. B. Rokhlin, “Recurrence relations for price bounds of contingent claims in discrete time market models”, Teor. Veroyatnost. i Primenen., 56:1 (2011), 47–76; Theory Probab. Appl., 56:1 (2012), 72–95
Citation in format AMSBIB
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  • https://doi.org/10.4213/tvp4323
  • https://www.mathnet.ru/eng/tvp/v56/i1/p47
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:80
     
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