The Russian option under conditions of a possible price 'freeze'
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[1] Larry A Shepp,et al. A New Look at Pricing of the ”Russian Option“ , 1995 .
[2] Larry A Shepp,et al. The Russian Option: Reduced Regret , 1993 .
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[1] Larry A Shepp,et al. A New Look at Pricing of the ”Russian Option“ , 1995 .
[2] Larry A Shepp,et al. The Russian Option: Reduced Regret , 1993 .