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Pricing Methods for Alpha-Quantile and Perpetual Early Exercise Options Based on Spitzer Identities (2019)

First Author: Phelan C

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3378520

Publication URI: http://dx.doi.org/10.2139/ssrn.3378520

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal