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Pricing methods for $a$-quantile and perpetual early exercise options based on Spitzer identities (2021)

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/10.48550/arxiv.2106.06030

Publication URI: https://arxiv.org/abs/2106.06030

Type: Other