Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2004), pp. 17-24
Citer cet article
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/
@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},
year = {2004},
number = {4},
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
UR - http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/
LA - ru
ID - VMUMM_2004_4_a3
ER -
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%D 2004
%P 17-24
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%U http://geodesic.mathdoc.fr/item/VMUMM_2004_4_a3/
%G ru
%F VMUMM_2004_4_a3
