@article{10_4064_am30_2_3,
     author = {A. V. Nagaev and S. A. Nagaev},
     title = {Asymptotics of riskless profit
 under selling of discrete time call options},
     journal = {Applicationes Mathematicae},
     pages = {173--191},
     publisher = {mathdoc},
     volume = {30},
     number = {2},
     year = {2003},
     doi = {10.4064/am30-2-3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am30-2-3/}
}