A European option with an arbitrary number of types of risk securities in the discrete time case
Diskretnyj analiz i issledovanie operacij, Tome 9 (2002) no. 1, pp. 3-20
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@article{DA_2002_9_1_a0,
author = {N. S. Demin and M. Yu. Shishirin},
title = {A {European} option with an arbitrary number of types of risk securities in the discrete time case},
journal = {Diskretnyj analiz i issledovanie operacij},
pages = {3--20},
publisher = {mathdoc},
volume = {9},
number = {1},
year = {2002},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DA_2002_9_1_a0/}
}
TY - JOUR AU - N. S. Demin AU - M. Yu. Shishirin TI - A European option with an arbitrary number of types of risk securities in the discrete time case JO - Diskretnyj analiz i issledovanie operacij PY - 2002 SP - 3 EP - 20 VL - 9 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/DA_2002_9_1_a0/ LA - ru ID - DA_2002_9_1_a0 ER -
%0 Journal Article %A N. S. Demin %A M. Yu. Shishirin %T A European option with an arbitrary number of types of risk securities in the discrete time case %J Diskretnyj analiz i issledovanie operacij %D 2002 %P 3-20 %V 9 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/DA_2002_9_1_a0/ %G ru %F DA_2002_9_1_a0
N. S. Demin; M. Yu. Shishirin. A European option with an arbitrary number of types of risk securities in the discrete time case. Diskretnyj analiz i issledovanie operacij, Tome 9 (2002) no. 1, pp. 3-20. http://geodesic.mathdoc.fr/item/DA_2002_9_1_a0/