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Found 18 Documents (Results 1–18)

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The pricing of an option that is a combination of Russian and integral Russian options. (English. Russian original) Zbl 1042.91041

Proc. Steklov Inst. Math. 237, 270-280 (2002); translation from Tr. Mat. Inst. Steklova 237, 279-289 (2002).
MSC:  91B28 60G40
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On the rational pricing of the “Russian option” for the symmetrical binomial model of a \((B,S)\)-market. (English. Russian original) Zbl 0836.90013

Theory Probab. Appl. 39, No. 1, 153-162 (1994); translation from Teor. Veroyatn. Primen. 39, No. 1, 191-200 (1994).
MSC:  91G20 91B24 60G40
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