Title of article :
Valuing finite-lived Russian options
Author/Authors :
Toshikazu Kimura، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Pages :
12
From page :
363
To page :
374
Keywords :
free boundary problem , Laplace Transforms , Russian options , finance , Optimal stopping problem
Journal title :
European Journal of Operational Research
Serial Year :
2008
Journal title :
European Journal of Operational Research
Record number :
217682
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=217682
بازگشت