Zhuravyts'kyi, D. G., Kalemanova, A. V., Svishchuk, A. V., Журавицкий, Д. Г., Калеманова, А. В., Свищук, А. В., . . . Свищук, А. В. (2000). Analog of the black-scholes formula for option pricing under conditions of (B, S, X)-incomplete market of securities with jumps. Institute of Mathematics, NAS of Ukraine.
Chicago-Zitierstil (17. Ausg.)Zhuravyts'kyi, D. G., A. V. Kalemanova, A. V. Svishchuk, Д. Г Журавицкий, А. В Калеманова, А. В Свищук, Д. Г Журавицкий, А. В Калеманова, und А. В Свищук. Analog of the Black-scholes Formula for Option Pricing Under Conditions of (B, S, X)-incomplete Market of Securities with Jumps. Institute of Mathematics, NAS of Ukraine, 2000.
MLA-Zitierstil (8. Ausg.)Zhuravyts'kyi, D. G., et al. Analog of the Black-scholes Formula for Option Pricing Under Conditions of (B, S, X)-incomplete Market of Securities with Jumps. Institute of Mathematics, NAS of Ukraine, 2000.