Journal of Applied Mathematics and Decision Sciences
Volume 2009 (2009), Article ID 593986, 13 pages
doi:10.1155/2009/593986
Research Article

Callable Russian Options and Their Optimal Boundaries

Atsuo Suzuki1 and Katsushige Sawaki2

1Faculty of Urban Science, Meijo University, 4-3-3 Nijigaoka, Kani, Gifu 509-0261, Japan
2Nanzan Business School, Nanzan University, 18 Yamazato-cho, Showa-ku, Nagoya 466-8673, Japan

Received 28 November 2008; Accepted 10 February 2009

Academic Editor: Lean Yu

Copyright © 2009 Atsuo Suzuki and Katsushige Sawaki. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Atsuo Suzuki and Katsushige Sawaki, “Callable Russian Options and Their Optimal Boundaries,” Journal of Applied Mathematics and Decision Sciences, vol. 2009, Article ID 593986, 13 pages, 2009. doi:10.1155/2009/593986