On the Russian option: The expected waiting time (Q3842411): Difference between revisions
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Latest revision as of 22:35, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Russian option: The expected waiting time |
scientific article |
Statements
On the Russian option: The expected waiting time (English)
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21 January 1999
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Russian option
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optimal stopping
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strong Markov property
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Black-Scholes model
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geometric Brownian motion
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