|
||
|
|
||
|
|
|
MR1348190
(97e:90008)
90A09
(60G40 60G42)
Shiryaev, A. N.; Kabanov, Yu. M.; Kramkov, D. O.; Melʹnikov, A. V. Toward a theory of pricing options of European and American types. I. Discrete time. (Russian) Teor. Veroyatnost. i Primenen. 39 (1994), no. 1, 23--79; translation in Theory Probab. Appl. 39 (1994), no. 1, 14--60 (1995) |
|
|
| For users without a MathSciNet license , Relay Station allows linking from MR numbers in online mathematical literature directly to electronic journals and original articles. Subscribers receive the added value of full MathSciNet reviews. | ||||
|
|
||||
AMS Home Page
|
