Calculation of the high and low prices of European-type options
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 52 (1997) no. 4, pp. 828-829
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@article{RM_1997_52_4_a7,
author = {P. V. Gapeev},
title = {Calculation of the high and low prices of {European-type} options},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {828--829},
publisher = {mathdoc},
volume = {52},
number = {4},
year = {1997},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_1997_52_4_a7/}
}
P. V. Gapeev. Calculation of the high and low prices of European-type options. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 52 (1997) no. 4, pp. 828-829. http://geodesic.mathdoc.fr/item/RM_1997_52_4_a7/