The Russian option: Reduced regret (Q1308692)
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scientific article; zbMATH DE number 464916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Russian option: Reduced regret |
scientific article; zbMATH DE number 464916 |
Statements
The Russian option: Reduced regret (English)
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17 March 1994
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Russian option
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geometric Brownian motion model
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put option
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0.8111533
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0.8020825
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