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Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2004), pp. 17-24 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {I. A. Sheǐnzon},
     title = {Comparison of theoretical formulas for price and hedging strategy of the {Russian} option with real data},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {17--24},
     year = {2004},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/}
}
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I. A. Sheǐnzon. Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2004), pp. 17-24. http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/