OPTIMAL LIQUIDATION OF A CALL SPREAD

OPTIMAL LIQUIDATION OF A CALL SPREAD

ERIK EKSTRÖM, CARL LINDBERG, JOHAN TYSK and HENRIK WANNTORP
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Volume:
47
Language:
english
Journal:
Journal of Applied Probability
DOI:
10.2307/20778499
Date:
June, 2010
File:
PDF, 584 KB
english, 2010
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