Game Russian options for double exponential jump diffusion processes
Atsuo Suzuki, Katsushige Sawaki
| Year of publication: |
2014
|
|---|---|
| Authors: | Suzuki, Atsuo ; Sawaki, Katsushige |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 1, p. 47-54
|
| Subject: | Stochastic Process | Game Russian Option | Double Exponential Distribution | Optimal Stopping | Optimal Boundaries | Russland | Russia | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010422891