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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 79, 2007 - Issue 1-2: Optimal Stopping and Applications Part I
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Original Articles

Filling the gap between American and Russian options: adjustable regret

Savas Dayanik Department of Operations Research and Financial Engineering, Bendheim Center for Finance, Princeton University, Princeton, NJ, 08544, USACorrespondence[email protected]
&
Michael Ludkovski Department of Mathematics, University of Michigan, Ann Arbor, MI, 48109, USAView further author information
Pages 61-83 | Received 07 Apr 2006, Accepted 29 Sep 2006, Published online: 05 Nov 2008

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