Some calculations for Israeli options

Finance and Stochastics

Volumn 8, Issue 1, 2004, Pages 73-86

  Kyprianou, Andreas E ^a  

^a UTRECHT UNIVERSITY   (Netherlands)

Author keywords

American options; Fluctuation theory; Israeli options; Option pricing; Russian options; Stochastic games

Indexed keywords

EID: 24144439273     PISSN: 09492984     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00780-003-0104-5     Document Type: Review

References (14)

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