Filling the gap between American and Russian options: adjustable regret (Q3429333)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filling the gap between American and Russian options: adjustable regret |
scientific article |
Statements
Filling the gap between American and Russian options: adjustable regret (English)
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30 March 2007
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optimal multiple stopping
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Russian option
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best choice problem
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Brownian motion
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