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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2004, Number 4, Pages 17–24
(Mi vmumm3661)
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Mathematics
Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data
I. A. Sheĭnzon
Received: 26.03.2003
Citation:
I. A. Sheǐnzon, “Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2004, no. 4, 17–24
Linking options:
https://www.mathnet.ru/eng/vmumm3661 https://www.mathnet.ru/eng/vmumm/y2004/i4/p17
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Statistics & downloads: |
Abstract page: | 31 | Full-text PDF : | 12 |
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