"Optimal Timing to Purchase Options."

Tim Leung, Mike Ludkovski (2011)

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DOI: 10.1137/100809386

access: closed

type: Journal Article

metadata version: 2018-11-02

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Tim Leung, Mike Ludkovski:
Optimal Timing to Purchase Options. SIAM J. Financial Math. 2(1): 768-793 (2011)

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