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Sibirskii Zhurnal Industrial'noi Matematiki, 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
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Received: 01.06.2006
Bibliographic databases:
UDC: 336.01:517.8
Language: Russian
Citation: 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., 10:2 (2007), 110–118
Citation in format AMSBIB
\Bibitem{Pol07}
\by I.~E.~Poloskov
\paper An analysis of modifications of the Black-Scholes model of the dynamics of the pricing of financial derivatives
\jour Sib. Zh. Ind. Mat.
\yr 2007
\vol 10
\issue 2
\pages 110--118
\mathnet{http://mi.mathnet.ru/sjim185}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2412033}
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