Arbitrage pricing of Russian options and perpetual lookback options (Q1308694): Difference between revisions
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Revision as of 00:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage pricing of Russian options and perpetual lookback options |
scientific article |
Statements
Arbitrage pricing of Russian options and perpetual lookback options (English)
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17 March 1994
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one-dimensional diffusion process
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stochastic differential equation
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Russian option
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option pricing
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