Russian options with a finite time horizon (Q4819460)
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scientific article; zbMATH DE number 2103368
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Russian options with a finite time horizon |
scientific article; zbMATH DE number 2103368 |
Statements
Russian options with a finite time horizon (English)
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24 September 2004
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optimal stopping
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maximum process
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Russian option
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finite horizon
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optimal stopping boundary
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options
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