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1994, Volume 39, Issue 1
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Financial stochastics (Figure)
A. T. Fomenko
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On some basic concepts and some basic stochastic models used in finance
A. N. Shiryaev
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5–22 |
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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
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23–79 |
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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
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80–129 |
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A new look at pricing of the “Russian Option”
L. A. Shepp, A. N. Shiryaev
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130–149 |
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Models for option prices
S. T. Rachev, L. Rüscheendorf
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150–190 |
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Short Communications
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On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market
D. O. Kramkov, A. N. Shiryaev
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191–200 |
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Integral option
D. O. Kramkov, É. Mordecki
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201–211 |
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Mean-variance Hedging of options on stocks with Markov volatilities
G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier
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211–222 |
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Large financial markets: asymptotic arbitrage and contiguity
Yu. M. Kabanov, D. O. Kramkov
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222–229 |
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On the Russian stock exchange
M. V. Bondarenko, A. N. Vishnyakov
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229–236 |
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News of Scientific Life
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Actuarial and financial center for scientific investigation
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237–238 |
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