L. A. Shepp, A. N. Shiryaev, “The Russian option under conditions of a possible price "freeze"”, Uspekhi Mat. Nauk, 2001, Volume 56, Issue 1(337),Pages <nobr>187–188</nobr>

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Uspekhi Mat. Nauk, 2001 Volume 56, Issue 1(337), Pages 187–188 (Mi rm377)

This article is cited 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. Shepp^a, A. N. Shiryaev^bc

^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

MSC: Primary 91B24, 91B28, 62P05; Secondary 93E20, 60G44

Accepted: 01.12.2000

DOI: 10.4213/rm377

English version: Russian Mathematical Surveys, 2001, 56:1, 179–181

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