%0 Journal Article
%A I. E. Poloskov
%T An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives
%J Sibirskij žurnal industrialʹnoj matematiki
%D 2007
%P 110-118
%V 10
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SJIM_2007_10_2_a11/
%G ru
%F SJIM_2007_10_2_a11