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This article is cited in 2 scientific papers (total in 2 papers)
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society
The Russian option under conditions of a possible price "freeze"
L. A. Sheppa, A. N. Shiryaevbc a Rutgers, The State University of New Jersey
b Steklov Mathematical Institute, Russian Academy of Sciences
c M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Accepted: 01.12.2000
Citation:
L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price "freeze"”, Russian Math. Surveys, 56:1 (2001), 179–181
Linking options:
https://www.mathnet.ru/eng/rm377https://doi.org/10.1070/rm2001v056n01ABEH000377 https://www.mathnet.ru/eng/rm/v56/i1/p187
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