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Routledge
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
C. E. Phelan
D. Marazzina
G. Germano
Quantitative Finance, 2020. doi:10.1080/14697688.2020.1718192
Lévy processes
Spitzer identities
Hindsight options
Perpetual Bermudan options
Perpetual American options
iText 4.2.0 by 1T3XT2020-06-04T09:32:40-07:00
2020-02-19truewww.tandfonline.com10.1080/14697688.2020.1718192www.tandfonline.comtrue2020-02-1910.1080/14697688.2020.1718192
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