@article{TVP_1994_39_1_a1,
     author = {A. N. Shiryaev and Yu. M. Kabanov and D. O. Kramkov and A. V. Melnikov},
     title = {Toward the theory of pricing of options of both {European} and {American} {types.~I.} {Discrete} time},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {23--79},
     publisher = {mathdoc},
     volume = {39},
     number = {1},
     year = {1994},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1994_39_1_a1/}
}