%0 Journal Article %1 Duistermaat2005 %A Duistermaat, J. J. %A Kyprianou, A. E. %A van Schaik, K. %D 2005 %J Stochastic Processes and their Applications %K American options %N 4 %P 609--638 %T Finite expiry Russian options %U http://www.sciencedirect.com/science/article/B6V1B-4F14WBR-1/1/ee882794ab522b814e61c6f0bf2689c9 %V 115

@article{Duistermaat2005, added-at = {2008-04-22T14:25:45.000+0200}, author = {Duistermaat, J. J. and Kyprianou, A. E. and van Schaik, K.}, biburl = {https://www.bibsonomy.org/bibtex/219dc2dbf1be8389ff1c980c5d186d07e/smicha}, description = {Stochastic Processes and their Applications}, interhash = {6e43462eac2666d3bed444b7c2703c08}, intrahash = {19dc2dbf1be8389ff1c980c5d186d07e}, journal = {Stochastic Processes and their Applications}, keywords = {American options}, month = Apr, number = 4, pages = {609--638}, timestamp = {2008-04-22T14:30:16.000+0200}, title = {Finite expiry Russian options}, url = {http://www.sciencedirect.com/science/article/B6V1B-4F14WBR-1/1/ee882794ab522b814e61c6f0bf2689c9}, volume = 115, year = 2005 }