The Russian option: Reduced regret (Q1308692)

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scientific article
Language Label Description Also known as
English
The Russian option: Reduced regret
scientific article

    Statements

    title
    The Russian option: Reduced regret (English)
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    publication date
    17 March 1994
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    zbMATH Keywords
    Russian option
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    geometric Brownian motion model
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    put option
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    author
    Lawrence A. Shepp
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    Albert N. Shiryaev
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H30
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    60G44
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    zbMATH DE Number
    464916
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    OpenAlex ID
    W1982381011
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