| Article ID: | iaor20106800 |
| Volume: | 71 |
| Issue: | 9 |
| Start Page Number: | 1864 |
| End Page Number: | 1878 |
| Publication Date: | Sep 2010 |
| Journal: | Automation and Remote Control |
| Authors: | Andreeva U V, Demin N S, Erlykova A V, Pan'shina E A |
We consider the problem of finding the values of options, portfolios (hedging strategies), and capitals for one kind of exotic European options for buying and selling in binomial and diffusion models of a (