Finite expiry Russian options (Q2485844)
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scientific article; zbMATH DE number 2192578
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Finite expiry Russian options |
scientific article; zbMATH DE number 2192578 |
Statements
Finite expiry Russian options (English)
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5 August 2005
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American options
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Russian options
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Optimal stopping problem
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Stefan boundary problem
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Local time-space
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0.899973452091217
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0.8897749781608582
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0.8886795043945312
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0.8870126008987427
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