Geodesic
Option hedging in the binomial model with differing interest rates
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 5, pp. 1084-1085

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@article{RM_1998_53_5_a9,
     author = {Ya. Yu. Bart},
     title = {Option hedging in the binomial model with differing interest rates},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1084--1085},
     publisher = {mathdoc},
     volume = {53},
     number = {5},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1998_53_5_a9/}
}
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Ya. Yu. Bart. Option hedging in the binomial model with differing interest rates. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 5, pp. 1084-1085. http://geodesic.mathdoc.fr/item/RM_1998_53_5_a9/