Callable Russian options and their optimal boundaries.

@article{Suzuki2009,
author = {Suzuki, Atsuo, Sawaki, Katsushige},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 593986, 13 p.-Article ID 593986, 13 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Callable Russian options and their optimal boundaries.},
url = {http://eudml.org/doc/233794},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Suzuki, Atsuo
AU - Sawaki, Katsushige
TI - Callable Russian options and their optimal boundaries.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 593986, 13 p.
EP - Article ID 593986, 13 p.
LA - eng
UR - http://eudml.org/doc/233794
ER -