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The British Russian Option - MaRDI portal

The British Russian Option (Q3108365)

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scientific article
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English
The British Russian Option
scientific article

    Statements

    title
    The British Russian Option (English)
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    author
    Kristoffer J. Glover
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    Goran Peskir
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    Farman Samee
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    published in
    Stochastics
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    publication date
    3 January 2012
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    zbMATH Keywords
    British Russian option
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    European/American Russian option
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    British lookback option
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    fixed/floating strike
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    maximum/minimum stock price
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    flexible lookback options
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60G40
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    35R35
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    91G80
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    60J60
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    zbMATH DE Number
    5994064
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    OpenAlex ID
    W2126058113
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