The pricing of basket-spread options (Q5247278): Difference between revisions

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+https://doi.org/10.1080/14697688.2014.949289
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+W1966724979
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+ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Pricing and Hedging Spread Options
@@ Property / cites work: Pricing and Hedging Spread Options / rank @@
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+Q2782371
@@ Property / cites work: Q2782371 / rank @@
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+Mathematical models of financial derivatives
@@ Property / cites work: Mathematical models of financial derivatives / rank @@
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+Multi-asset spread option pricing and hedging
@@ Property / cites work: Multi-asset spread option pricing and hedging / rank @@
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+Closed Form Approximations for Spread Options
@@ Property / cites work: Closed Form Approximations for Spread Options / rank @@
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