The following pages link to On Russian options (Q2732674):
Displaying 10 items.
- The Russian option: Reduced regret (Q1308692) (← links)
- Arbitrage pricing of Russian options and perpetual lookback options (Q1308694) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- From perpetual strangles to Russian options (Q1892983) (← links)
- Valuing finite-lived Russian options (Q2480974) (← links)
- The British Russian Option (Q3108365) (← links)
- (Q3364259) (← links)
- (Q4550922) (← links)
- (Q4802419) (← links)