Institut for Matematik

Aarhus Universitets segl

On the Russian option: An alternate derivation and expected waiting time

by S. E. Graversen and G. Peskir
Research Reports Number 325 ( 1995)
Format available: Not available online
Theory Probab. Appl. Vol. 42, No. 3 (1997), 564-575
Revideret 08.03.2023
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Lars Madsen