Finite expiry Russian options (Q2485844): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Finite expiry Russian options |
scientific article |
Statements
Finite expiry Russian options (English)
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5 August 2005
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American options
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Russian options
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Optimal stopping problem
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Stefan boundary problem
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Local time-space
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