On a~fair price of an option of European type
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 6, pp. 1367-1369
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@article{RM_1998_53_6_a18,
author = {O. V. Shataev},
title = {On a~fair price of an option of {European} type},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {1367--1369},
publisher = {mathdoc},
volume = {53},
number = {6},
year = {1998},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_1998_53_6_a18/}
}
O. V. Shataev. On a~fair price of an option of European type. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 6, pp. 1367-1369. http://geodesic.mathdoc.fr/item/RM_1998_53_6_a18/