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1994, Volume 39, Issue 1  


Financial stochastics (Figure)
A. T. Fomenko
On some basic concepts and some basic stochastic models used in finance
A. N. Shiryaev
5
Toward the theory of pricing of options of both European and American types. I. Discrete time
A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov
23
Toward the theory of pricing of options of both European and American types. II. Continuous time
A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov
80
A new look at pricing of the “Russian Option”
L. A. Shepp, A. N. Shiryaev
130
Models for option prices
S. T. Rachev, L. Rüscheendorf
150

Short Communications
On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market
D. O. Kramkov, A. N. Shiryaev
191
Integral option
D. O. Kramkov, É. Mordecki
201
Mean-variance Hedging of options on stocks with Markov volatilities
G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier
211
Large financial markets: asymptotic arbitrage and contiguity
Yu. M. Kabanov, D. O. Kramkov
222
On the Russian stock exchange
M. V. Bondarenko, A. N. Vishnyakov
229

News of Scientific Life
Actuarial and financial center for scientific investigation
237
Теория вероятностей и ее применения Theory of Probability and its Applications
 
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