• 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