CALCULATION OF THE COST OF ONE AMERICAN-TYPE OPTION

Authors
VOLKOV SN
Citation
Sn. Volkov, CALCULATION OF THE COST OF ONE AMERICAN-TYPE OPTION, Russian Mathematical Surveys, 50(6), 1995, pp. 1318-1320
Citations number
4
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Russian Mathematical Surveys → ACNP
ISSN journal
00360279
Volume
50
Issue
6
Year of publication
1995
Pages
1318 - 1320
Database
ISI
SICI code
0036-0279(1995)50:6<1318:COTCOO>2.0.ZU;2-C