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The spread option optimal stopping game

Gapeev, Pavel V. (2005) The spread option optimal stopping game. In: Kyprianou, A., Schoutens, W. and Wilmott, P., (eds.) Exotic Option Pricing and Advanced Levy Models. John Wiley, Chichester, UK, pp. 293-305. ISBN 0470016841

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Item Type: Book Section
Official URL: http://eu.wiley.com/
Additional Information: © 2005 John Wiley
Library of Congress subject classification: H Social Sciences > HA Statistics
Sets: Departments > Mathematics
Research centres and groups > Computational, Discrete and Applicable Mathematics@LSE (CDAM)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 29 Jan 2008
URL: http://eprints.lse.ac.uk/3227/

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