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 European-type options

P. V. Gapeev

M. V. Lomonosov Moscow State University

MSC: 91B24, 91B26, 60G50, 90B36

Accepted: 18.04.1997

DOI: 10.4213/rm868

 English version: Russian Mathematical Surveys, 1997, 52:4, 828–829

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