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