@article{TVP_2016_61_1_a3,
author = {A. A. Novikov and S. Alexander and N. E. Kordzakhia and T. Ling},
title = {Pricing of asian-type and basket options via bounds},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {53--68},
year = {2016},
volume = {61},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a3/}
}
TY - JOUR AU - A. A. Novikov AU - S. Alexander AU - N. E. Kordzakhia AU - T. Ling TI - Pricing of asian-type and basket options via bounds JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 53 EP - 68 VL - 61 IS - 1 UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a3/ LA - ru ID - TVP_2016_61_1_a3 ER -
A. A. Novikov; S. Alexander; N. E. Kordzakhia; T. Ling. Pricing of asian-type and basket options via bounds. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 53-68. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a3/
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