Filling the gap between American and Russian options: adjustable regret

Author: Dayanik Savas   Ludkovski Michael  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.79, Iss.1-2, 2007-02, pp. : 61-83

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Abstract