Pricing methods for a -quantile and perpetual early exercise options based on Spitzer identities (2020)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2020.1718192
Publication URI: http://dx.doi.org/10.1080/14697688.2020.1718192
Type: Journal Article/Review
Parent Publication: Quantitative Finance
Issue: 6