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<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.3 20210610//EN" "https://jats.nlm.nih.gov/publishing/1.3/JATS-journalpublishing1-3.dtd">
<article article-type="research-article" dtd-version="1.3" xml:lang="ru">
  <front xmlns:xlink="http://www.w3.org/1999/xlink">
    <journal-meta>
      <journal-title-group>
        <journal-title>Computing, Telecommunication and Control</journal-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Информатика, телекоммуникации и управление</trans-title>
        </trans-title-group>
      </journal-title-group>
      <issn pub-type="epub">2687-0517</issn>
    </journal-meta>
    <article-meta xmlns:xlink="http://www.w3.org/1999/xlink">
      <article-id pub-id-type="publisher-id">11</article-id>
      <title-group>
        <article-title>The fair price calculation for the (B,S)-market model with dividends</article-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Определение справедливой цены для одной модели (B,S)-рынка с дивидендами</trans-title>
        </trans-title-group>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <name>
            <surname>Danilova</surname>
            <given-names>Natalya</given-names>
          </name>
          <email>danilova198686@mail.ru</email>
        </contrib>
        <contrib contrib-type="author">
          <name>
            <surname>Grober</surname>
            <given-names>Tatyana</given-names>
          </name>
          <email>Grober71@mail.ru</email>
        </contrib>
      </contrib-group>
      <pub-date publication-format="electronic" date-type="pub" iso-8601-date="2013-04-10">
        <day>10</day>
        <month>04</month>
        <year>2013</year>
      </pub-date>
      <issue>2</issue>
      <issue-id pub-id-type="publisher-id">169</issue-id>
      <fpage>86</fpage>
      <lpage>90</lpage>
      <self-uri xmlns:xlink="http://www.w3.org/1999/xlink" content-type="pdf" xlink:href="https://infocom.spbstu.ru/userfiles/files/articles/2013/2/11.pdf"/>
      <abstract xml:lang="en">
        <p>In this paper the diffusion (B, S)-market model with stochastic changing of parameters and dividends is considered. Three ways of fair price calculating in the case of European call option for the «model with corridor» are described.</p>
      </abstract>
      <kwd-group xml:lang="en">
        <kwd>dividend</kwd>
        <kwd>binary tree</kwd>
        <kwd>fair price</kwd>
        <kwd>option</kwd>
        <kwd>Girsanov theorem</kwd>
      </kwd-group>
    </article-meta>
  </front>
</article>
