%0 Journal Article
%A A. I. Kibzun
%A V. R. Sobol'
%T A two-step problem of hedging a European call option under a random duration of transactions
%J Trudy Instituta matematiki i mehaniki
%D 2015
%P 164-174
%V 21
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TIMM_2015_21_3_a17/
%G ru
%F TIMM_2015_21_3_a17