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
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@article{VMUMM_2004_4_a3,
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},
publisher = {mathdoc},
number = {4},
year = {2004},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/}
}
TY - JOUR AU - I. A. Sheǐnzon TI - Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2004 SP - 17 EP - 24 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/ LA - ru ID - VMUMM_2004_4_a3 ER -
%0 Journal Article %A I. A. Sheǐnzon %T Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data %J Vestnik Moskovskogo universiteta. Matematika, mehanika %D 2004 %P 17-24 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/ %G ru %F VMUMM_2004_4_a3
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/