A type of lookback option, which allows the investor to select a price over the life of the option to determine the payout of the option at maturity, which has no limit on how far back the investor may look to select the strike price that determines the payoff.
Related information about Russian option:
- Russian Option Definition | Investopedia
An option that gives the holder the right, but not the obligation, to buy a call or sell a put at the best price the underlying asset traded at, during the life of the ...
- Russian Option - Financial Dictionary - The Free Dictionary
Russian Option. Also found in: Wikipedia, 0.03 sec. Russian Option. An option giving the holder the right but not the obligation to buy (for a call) or to sell (for a ...
- Shepp , Shiryaev : The Russian Option: Reduced Regret
We propose a new put option where the option buyer receives the maximum price (discounted) that the option has ever traded at during the time period (which ...
- Russian Options
Graverson, S.E., & Peskir, G. "On the Russian Option: The Expected Waiting Time ", ... Shepp, L., & Shiryaev, A., "A Dual Russian Option For Selling Short", ...
- The Russian Option: Reduced Regret - Wolfram Demonstrations ...
A Russian option is a perpetual American-type option that pays the owner upon exercise the historical maximum price of the stock (this is supposed to "reduce ...
- Russian Option Definition & Example | InvestingAnswers
We explain the definition of Russian Option, provide a clear example of how it works and explain why it's an important concept in business, finance & investing.
- The British Russian Option - School of Mathematics - University of ...
perform a financial analysis of the British Russian option that leads to the ... the British Russian option becomes a very attractive alternative to the classic ...
- The Russian Option: Reduced Regret - JStor
the stock underlying a Russian option, or for that matter, on ,u and c-; indeed ... ping problem for the Russian option based on Bachelier's [1] original (1900) ...