Geodesic
Monte Carlo method for share's price modeling
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 3 (2000) no. 1, pp. 1-10

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The questions of share's price modeling by Monte Carlo method are discussed. Share's pricing model which is considered as possible alternative to the classical model is obtained. Some new characteristics of risk and profit for obtained model are derived. The results of the option premium calculation with the new basis model are considered. 
@article{SJVM_2000_3_1_a0,
     author = {S. S. Artem'ev and A. A. Nosikova and S. V. Soloboev},
     title = {Monte {Carlo} method for share's price modeling},
     journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
     pages = {1--10},
     publisher = {mathdoc},
     volume = {3},
     number = {1},
     year = {2000},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJVM_2000_3_1_a0/}
}
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S. S. Artem'ev; A. A. Nosikova; S. V. Soloboev. Monte Carlo method for share's price modeling. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 3 (2000) no. 1, pp. 1-10. http://geodesic.mathdoc.fr/item/SJVM_2000_3_1_a0/