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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 & Sons, Chichester, UK, pp. 293-305. ISBN 0470016841

Full text not available from this repository.
Item Type: Book Section
Official URL: http://eu.wiley.com/
Additional Information: © 2005 John Wiley
Divisions: Mathematics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 29 Jan 2008
Last Modified: 15 Sep 2023 09:13
URI: http://eprints.lse.ac.uk/id/eprint/3227

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