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EUROPEAN-TYPE OPTIONS IN THE DIFFUSION MODEL (B,S)-FINANCIAL MARKET ON THE BASIS OF EXTREME VALUE OF BASIC ASSET PRICE Andreeva U.V., Anikina A.V. 1, Dyomin N.S., Rozhkova S.V. 1 1 Tomsk State University, Department of Applied Mathematics and Cybernetics, 36 Lenin ave. ... In the case of standard call and put options payment obligations (functions) are given by [1] fTc ( ST ) = max{ ( St - K ) , 0} , fTp ( ST ) = max{ ( K - St ) , 0} , (1) where K is the striking price of option. ...

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