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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

The British Russian Option

K. Glover School of Finance and Economics, University of Technology, Sydney, NSW, 2007, AustraliaView further author information
,
G. Peskir School of Mathematics, The University of Manchester, Oxford Road, Manchester, M13 9PL, UKCorrespondence[email protected]
&
F. Samee School of Mathematics, The University of Manchester, Oxford Road, Manchester, M13 9PL, UKView further author information
Pages 315-332 | Received 07 Sep 2009, Accepted 09 Feb 2010, Published online: 18 Aug 2010

Citations (4)

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Read on this site (2)

Yerkin Kitapbayev. (2015) The British Lookback Option with Fixed Strike. Applied Mathematical Finance 22:3, pages 238-260.
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Yerkin Kitapbayev. (2014) On the lookback option with fixed strike. Stochastics 86:3, pages 510-526.
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Articles from other publishers (2)

ERIK EKSTRÖM & MARTIN VANNESTÅL. (2019) AMERICAN OPTIONS AND INCOMPLETE INFORMATION. International Journal of Theoretical and Applied Finance 22:06, pages 1950035.
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MIN GAO. (2017) THE BRITISH ASSET-OR-NOTHING PUT OPTION. International Journal of Theoretical and Applied Finance 20:04, pages 1750030.
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