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Diskretn. Anal. Issled. Oper., Ser. 2, 2002, Volume 9, Number 1, Pages 3–20 (Mi da189)  

This article is cited in 1 scientific paper (total in 1 paper)

A European option with an arbitrary number of types of risk securities in the discrete time case

N. S. Demin, M. Yu. Shishirin

Tomsk State University

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Bibliographic databases:
UDC: 519.865
Received: 10.09.2001

Citation: N. S. Demin, M. Yu. Shishirin, “A European option with an arbitrary number of types of risk securities in the discrete time case”, Diskretn. Anal. Issled. Oper., Ser. 2, 9:1 (2002), 3–20

Citation in format AMSBIB
\Bibitem{DemShi02}
\by N.~S.~Demin, M.~Yu.~Shishirin
\paper A European option with an arbitrary number of types of risk securities in the discrete time case
\jour Diskretn. Anal. Issled. Oper., Ser.~2
\yr 2002
\vol 9
\issue 1
\pages 3--20
\mathnet{http://mi.mathnet.ru/da189}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=1934547}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. N. S. Demin, A. V. Erlykova, E. A. Panshina, “Issledovanie odnogo vida ekzoticheskikh optsionov pri nalichii ottoka i pritoka kapitala v binomialnoi modeli $(B,S)$-rynka tsennykh bumag”, Diskretn. analiz i issled. oper., 16:6 (2009), 23–42  mathnet  mathscinet  zmath
  • Дискретный анализ и исследование операций
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