Geodesic
Recurrence relations for price bounds of contingent claims in discrete time market models
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 1, pp. 47-76

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     author = {D. B. Rokhlin},
     title = {Recurrence relations for price bounds of contingent claims in discrete time market models},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {47--76},
     publisher = {mathdoc},
     volume = {56},
     number = {1},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a2/}
}
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D. B. Rokhlin. Recurrence relations for price bounds of contingent claims in discrete time market models. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 1, pp. 47-76. http://geodesic.mathdoc.fr/item/TVP_2011_56_1_a2/