Game Russian options for double exponential jump diffusion processes
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 | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Russland | Russia | Suchtheorie | Search theory | Statistische Verteilung | Statistical distribution | Spieltheorie | Game theory | Optionsgeschäft | Option trading |
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