The Russian option: Reduced regret (Q1308692): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1214/aoap/1177005355 / rank | |||
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| Property / OpenAlex ID: W1982381011 / rank | |||
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Revision as of 01:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Russian option: Reduced regret |
scientific article |
Statements
The Russian option: Reduced regret (English)
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17 March 1994
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Russian option
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geometric Brownian motion model
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put option
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