Valuing finite-lived Russian options (Q2480974)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing finite-lived Russian options |
scientific article |
Statements
Valuing finite-lived Russian options (English)
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7 April 2008
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finance
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Russian options
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optimal stopping problem
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free boundary problem
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Laplace transforms
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