TY  - JOUR
AU  - A. I. Kibzun
AU  - V. R. Sobol'
TI  - A two-step problem of hedging a European call option under a random duration of transactions
JO  - Trudy Instituta matematiki i mehaniki
PY  - 2015
SP  - 164
EP  - 174
VL  - 21
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TIMM_2015_21_3_a17/
LA  - ru
ID  - TIMM_2015_21_3_a17
ER  -