I. E. Poloskov, “An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives”, Sib. Zh. Ind. Mat., 2007, Volume 10, Number 2,Pages <nobr>110

JOURNALS // Sibirskii Zhurnal Industrial'noi Matematiki // Archive

Sib. Zh. Ind. Mat., 2007 Volume 10, Number 2, Pages 110–118 (Mi sjim185)

An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives

I. E. Poloskov

Perm State University

UDC: 336.01:517.8

Received: 01.06.2006

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References

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