Ya. Yu. Bart, “Option hedging in the binomial model with differing interest rates”, Uspekhi Mat. Nauk, 1998, Volume 53, Issue 5(323),Pages <nobr>227

JOURNALS // Uspekhi Matematicheskikh Nauk // Archive

Uspekhi Mat. Nauk, 1998 Volume 53, Issue 5(323), Pages 227–228 (Mi rm76)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Option hedging in the binomial model with differing interest rates

Ya. Yu. Bart

M. V. Lomonosov Moscow State University

MSC: 91B28, 60Bxx

Accepted: 01.04.1998

DOI: 10.4213/rm76

Fulltext: PDF file (188 kB)
References

English version: Russian Mathematical Surveys, 1998, 53:5, 1084–1085

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