–
Статьи в журналах
-
- 2016 A BOUND ON THE VALUE OF A TWO-SIDED MARGRABE AMERICAN OPTION WITH FINITE EXPIRATION
- Morozov V.V., Khizhnyak K.V.
- в журнале Computational Mathematics and Modeling, издательство Consultants Bureau (United States), том 27, № 4, с. 460-470
-
- 2014 A Bound on the Value of a Two-Sided Margrabe Infinite American Option
- Morozov V.V., Khizhnyak K.V.
- в журнале Computational Mathematics and Modeling, издательство Consultants Bureau (United States), том 25, № 4, с. 565-575 DOI
-
- 2013 An upper bound on the value of an infinite american call option on difference and sum of two assets
- Morozov V.V., Khishnyak K.V.
- в журнале Computational Mathematics and Modeling, издательство Consultants Bureau (United States), том 24, № 1, с. 54-64
-
- 2012 An upper bound on the value of an infinite American call option on two assets
- Morozov V.V., Khizhnyak K.V.
- в журнале Computational Mathematics and Modeling, издательство Consultants Bureau (United States), том 23, № 4, с. 478-486