The spread option optimal stopping game

Gapeev, Pavel V.ORCID logo (2005) The spread option optimal stopping game. In: Exotic Option Pricing and Advanced Levy Models. John Wiley & Sons, Chichester, UK, pp. 293-305. ISBN 0470016841
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Item Type Chapter
Departments Mathematics
Date Deposited 29 Jan 2008
URI https://researchonline.lse.ac.uk/id/eprint/3227

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