Gapeev, Pavel V.
ORCID: 0000-0002-1346-2074
(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
| 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: | 11 Sep 2025 00:45 |
| URI: | http://eprints.lse.ac.uk/id/eprint/3227 |
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