Geodesic

Tome 39 (1994) no. 1

Sommaire

On some basic concepts and some basic stochastic models used in finance
p. 5-22
Toward the theory of pricing of options of both European and American types.~I. Discrete time
p. 23-79
Toward the theory of pricing of options of both European and American types.~II. Continuous time
p. 80-129
A new look at pricing of the ``Russian Option''
p. 130-149
Models for option prices
p. 150-190
On the rational pricing of the ``Russian Option'' for the symmetrical binomial model of a $(B,S)$-market
p. 191-200
Integral option
p. 201-211
Mean-variance Hedging of options on stocks with Markov volatilities
p. 211-222
Large financial markets: asymptotic arbitrage and contiguity
p. 222-229
On the Russian stock exchange
p. 229-236
Actuarial and financial center for scientific investigation
p. 237-238