Valuing finite-lived Russian options (Q2480974)
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scientific article; zbMATH DE number 5261319
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing finite-lived Russian options |
scientific article; zbMATH DE number 5261319 |
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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0.9214486
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0.9126592
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0.9068845
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0.90210044
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0.8926885
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0.8873946
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