Arbitrage pricing of Russian options and perpetual lookback options (Q1308694)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Arbitrage pricing of Russian options and perpetual lookback options |
scientific article; zbMATH DE number 464917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Arbitrage pricing of Russian options and perpetual lookback options |
scientific article; zbMATH DE number 464917 |
Statements
Arbitrage pricing of Russian options and perpetual lookback options (English)
0 references
17 March 1994
0 references
one-dimensional diffusion process
0 references
stochastic differential equation
0 references
Russian option
0 references
option pricing
0 references
