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We deal with the pricing of callable Russian options. A callable Russian optionis a contract in which both of the seller and the buyer have the rights to cancel and to exercise at any time,respectively. The pricing of such an option can be formulated as an optimal stopping problem between theseller and the buyer, and is analyzed as Dynkin game. We derive the value function of callable Russianoptions and their optimal boundaries

Callable Russian Options and Their Optimal Boundaries