@article{10_4064_am_25_1_55_72, author = {Micha{\l} Motoczy\'nski and {\L}ukasz Stettner}, title = {On option pricing in the multidimensional {Cox-Ross-Rubinstein} model}, journal = {Applicationes Mathematicae}, pages = {55--72}, publisher = {mathdoc}, volume = {25}, number = {1}, year = {1999}, doi = {10.4064/am-25-1-55-72}, zbl = {0895.90016}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-1-55-72/} }