Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (Q3068091)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model |
scientific article |
Statements
Optimal Stopping Rules for American and Russian Options in a Correlated Random Walk Model (English)
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13 January 2011
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correlated random walk
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directional reinforcement
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discount factor
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optimality principle
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stopping rule
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