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An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives
Sibirskij žurnal industrialʹnoj matematiki, Tome 10 (2007) no. 2, pp. 110-118 Cet article a éte moissonné depuis la source Math-Net.Ru

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     title = {An analysis of modifications of the {Black-Scholes} model of the dynamics of the pricing of financial derivatives},
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I. E. Poloskov. An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives. Sibirskij žurnal industrialʹnoj matematiki, Tome 10 (2007) no. 2, pp. 110-118. http://geodesic.mathdoc.fr/item/SJIM_2007_10_2_a11/

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