The spread option optimal stopping game
Gapeev, P. V.
(2005).
The spread option optimal stopping game.
In
Kyprianou, A., Schoutens, W. & Wilmott, P.
(Eds.),
Exotic Option Pricing and Advanced Levy Models
(pp. 293-305).
John Wiley & Sons.
(2005).
The spread option optimal stopping game.
In
Kyprianou, A., Schoutens, W. & Wilmott, P.
(Eds.),
Exotic Option Pricing and Advanced Levy Models
(pp. 293-305).
John Wiley & Sons.