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Russian options with a finite time horizon - MaRDI portal

Russian options with a finite time horizon (Q4819460)

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scientific article; zbMATH DE number 2103368
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English
Russian options with a finite time horizon
scientific article; zbMATH DE number 2103368

    Statements

    title
    Russian options with a finite time horizon (English)
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    author
    Erik Ekström
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    publication date
    24 September 2004
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    zbMATH Keywords
    optimal stopping
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    maximum process
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    Russian option
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    finite horizon
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    optimal stopping boundary
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    options
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    91B28
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    35R35
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    45G10
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    60J60
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    62L15
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    zbMATH DE Number
    2103368
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    OpenAlex ID
    W2790082094
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