@article{TIMM_2015_21_3_a17, author = {A. I. Kibzun and V. R. Sobol'}, title = {A two-step problem of hedging a {European} call option under a random duration of transactions}, journal = {Trudy Instituta matematiki i mehaniki}, pages = {164--174}, publisher = {mathdoc}, volume = {21}, number = {3}, year = {2015}, language = {ru}, url = {http://geodesic.mathdoc.fr/item/TIMM_2015_21_3_a17/} }