Proximity of Bachelier and Samuelson Models for Different Metrics

S. Smirnov; D. Sotnikov

Review of Business and Economics Studies
Review of business and economics studies

ISSN 2308-944X (Print)
ISSN 2311-0279 (Online)

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Smirnov S., Sotnikov D. Proximity of Bachelier and Samuelson Models for Different Metrics. Review of Business and Economics Studies. 2021;9(3):52-76. https://doi.org/10.26794/2308-944X-2021-9-3-52-76

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ISSN 2308-944X (Print)
ISSN 2311-0279 (Online)

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About the Authors

S. Smirnov
Lomonosov Moscow State University
Russian Federation

Sergey Smirnov — Cand. Sci. of Physical and Mathematical Sciences since 1982, Faculty of Computational Mathematics and Cybernetics, Department of System Analysis, Associate Professor since April 1, 2017. S. N. Smirnov also is Professor at National Research University Higher School of Economics (HSE). Scopus Author ID: 57211114685

D. Sotnikov
Lomonosov Moscow State University
Russian Federation

Dmitry Sotnikov — student, Faculty of Computational Mathematics and Cybernetics

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