Work

On the Russian Option: The Expected Waiting Time

Year: 1998

Type: article

Source: Theory of Probability and Its Applications

DOI: 10.1137/s0040585x97976295

Authors: S. E. Graversen, G. Peskir

Institution: Aarhus University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2107944789

FWCI: 2.097

Cites: 7

Cited by: 17

Related to: 10