✦ LIBER ✦

On the Rational Pricing of the “Russian Option” for the Symmetrical Binomial Model of a $(B,S)$-Market

✍ Scribed by Kramkov, D. O.; Shiryaev, A. N.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the option pricing for a generalizati

✍ D. E. Kascheev 📂 Article 📅 2000 🏛 Springer US 🌐 English ⚖ 316 KB

A Note on Option Pricing for the Constan

✍ Freddy Delbaen; Hiroshi Shirakawa 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 122 KB

Analog of the black-scholes formula for

✍ A. V. Svishchuk; D. G. Zhuravitskii; A. V. Kalemanova 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 299 KB

The exchange rate in a model of pricing-

✍ Caroline Betts; Michael B. Devereux 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 807 KB

A GARCH model of the implied volatility

✍ Michael Sabbatini; Oliver Linton 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 166 KB

A recombining lattice option pricing mod

✍ Dasheng Ji; B. Wade Brorsen 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 197 KB