In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the convergence of intervals of fair prices in a model with European options

M. V. Bulycheva

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

MSC: 91B26

Presented: A. V. Bulinski
Accepted: 25.01.2005

DOI: 10.4213/rm1404

 English version: Russian Mathematical Surveys, 2005, 60:2, 344–345

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