This article is cited in 3 papers

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Calculation of the high and low prices of options by means of completion of the market

K. M. Feoktistov

M. V. Lomonosov Moscow State University

MSC: 91B24, 91B28

Accepted: 22.01.1998

DOI: 10.4213/rm35

 English version: Russian Mathematical Surveys, 1998, 53:2, 382–383

Bibliographic databases:

• 
• 
• 
• 
•