Su

Oklahoma State University

Stillwater, OK 74078-0555

United States

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Scholarly Papers (1)

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Pricings and Hedgings of the Perpetual Russian Options

Number of pages: 19 Posted: 21 Oct 2011
Weiping Li and Su
Civil Aviation Flight University of China and Oklahoma State University
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Abstract:

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Perpetual Russian Option, Optimal Stopping Time, Hedge, Geometric Brownian Motion