I. A. Sheĭnzon, “Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2004, Number 4,Pages <nobr>17

JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2004 Number 4, Pages 17–24 (Mi vmumm3661)

Mathematics

Comparison of theoretical formulas for price and hedging strategy of the Russian option with real data

I. A. Sheĭnzon

UDC: 519.248:[3+5/6]

Received: 26.03.2003

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