This article is cited in 2 papers

Recurrence relations for price bounds of contingent claims in discrete time market models

D. B. Rokhlin

Southern Federal University, Faculty of Mathematics, Mechanics and Computer Sciences

Received: 16.02.2010

DOI: 10.4213/tvp4323

 English version: Theory of Probability and its Applications, 2012, 56:1, 72–95

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